Adaptive stratified Monte Carlo using decision trees
Fuente:
arXiv
Saved in:
| Main Authors: | Chopin, Nicolas, Wang, Hejin, Gerber, Mathieu |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Adaptive Riemannian Manifold Hamiltonian Monte Carlo with Hierarchical Metric
by: Kailas, Miika, et al.
Published: (2026)
by: Kailas, Miika, et al.
Published: (2026)
Monte Carlo sampling with integrator snippets
by: Andrieu, Christophe, et al.
Published: (2024)
by: Andrieu, Christophe, et al.
Published: (2024)
Noise-balanced multilevel on-the-fly sparse grid surrogates for coupling Monte Carlo models into continuum models with application to heterogeneous catalysis
by: Hülser, Tobias, et al.
Published: (2026)
by: Hülser, Tobias, et al.
Published: (2026)
Exploiting Inexact Computations in Multilevel Monte Carlo and Other Sampling Methods
by: Martínek, Josef, et al.
Published: (2025)
by: Martínek, Josef, et al.
Published: (2025)
Quasi-Monte Carlo and importance sampling methods for Bayesian inverse problems
by: He, Zhijian, et al.
Published: (2024)
by: He, Zhijian, et al.
Published: (2024)
Contraction and Convergence Rates for Discretized Kinetic Langevin Dynamics
by: Leimkuhler, Benedict, et al.
Published: (2023)
by: Leimkuhler, Benedict, et al.
Published: (2023)
Optimized Multi-Level Monte Carlo Parametrization and Antithetic Sampling for Nested Simulations
by: Boumezoued, Alexandre, et al.
Published: (2025)
by: Boumezoued, Alexandre, et al.
Published: (2025)
Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities
by: Bayer, Christian, et al.
Published: (2020)
by: Bayer, Christian, et al.
Published: (2020)
Application of Quasi Monte Carlo and Global Sensitivity Analysis to Option Pricing and Greeks
by: Scoleri, Stefano, et al.
Published: (2026)
by: Scoleri, Stefano, et al.
Published: (2026)
Subgradient Langevin Methods for Sampling from Non-smooth Potentials
by: Habring, Andreas, et al.
Published: (2023)
by: Habring, Andreas, et al.
Published: (2023)
Diffusion at Absolute Zero: Langevin Sampling using Successive Moreau Envelopes [journal paper]
by: Habring, Andreas, et al.
Published: (2025)
by: Habring, Andreas, et al.
Published: (2025)
Monte Carlo on a single sample
by: Detering, Nils, et al.
Published: (2025)
by: Detering, Nils, et al.
Published: (2025)
Exponentially accurate spectral Monte Carlo method for linear PDEs and their error estimates
by: Feng, Jiaying, et al.
Published: (2025)
by: Feng, Jiaying, et al.
Published: (2025)
Mixture-Weighted Ensemble Kalman Filter with Quasi-Monte Carlo Transport
by: Klebanov, Ilja, et al.
Published: (2026)
by: Klebanov, Ilja, et al.
Published: (2026)
Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework
by: Leung, Tim, et al.
Published: (2023)
by: Leung, Tim, et al.
Published: (2023)
Analysis and conditional optimization of projection estimates for distribution of random variable using Legendre polynomials
by: Averina, Tatyana A., et al.
Published: (2025)
by: Averina, Tatyana A., et al.
Published: (2025)
Zeroth-order gradient estimators for stochastic problems with decision-dependent distributions
by: Hikima, Yuya, et al.
Published: (2025)
by: Hikima, Yuya, et al.
Published: (2025)
Multigrid Monte Carlo Revisited: Theory and Bayesian Inference
by: Kazashi, Yoshihito, et al.
Published: (2024)
by: Kazashi, Yoshihito, et al.
Published: (2024)
Hamiltonian Monte Carlo for (Physics) Dummies
by: Mukherjee, Arghya, et al.
Published: (2026)
by: Mukherjee, Arghya, et al.
Published: (2026)
Monte Carlo Expected Threat (MOCET) Scoring
by: Kim, Joseph, et al.
Published: (2025)
by: Kim, Joseph, et al.
Published: (2025)
Re-anchoring Quantum Monte Carlo with Tensor-Train Sketching
by: Yu, Ziang, et al.
Published: (2024)
by: Yu, Ziang, et al.
Published: (2024)
A weighted multilevel Monte Carlo method
by: Li, Yu, et al.
Published: (2024)
by: Li, Yu, et al.
Published: (2024)
Where do (random) trees grow leaves?
by: Caraceni, Alessandra, et al.
Published: (2024)
by: Caraceni, Alessandra, et al.
Published: (2024)
Hypertrees and their host trees: a survey
by: Di Fonzo, Pablo De Caria
Published: (2025)
by: Di Fonzo, Pablo De Caria
Published: (2025)
Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model
by: Bourgey, Florian, et al.
Published: (2021)
by: Bourgey, Florian, et al.
Published: (2021)
A nested MLMC framework for efficient simulations on FPGAs
by: Haas, Irina-Beatrice, et al.
Published: (2025)
by: Haas, Irina-Beatrice, et al.
Published: (2025)
Quasi-Monte Carlo Methods: What, Why, and How?
by: Hickernell, Fred J., et al.
Published: (2025)
by: Hickernell, Fred J., et al.
Published: (2025)
Diffusion at Absolute Zero: Langevin Sampling Using Successive Moreau Envelopes [conference paper]
by: Habring, Andreas, et al.
Published: (2025)
by: Habring, Andreas, et al.
Published: (2025)
Functional Estimation of the Marginal Likelihood
by: Papaspiliopoulos, Omiros, et al.
Published: (2026)
by: Papaspiliopoulos, Omiros, et al.
Published: (2026)
Low-noise Pauli-consistent ensemble Monte Carlo for graphene with electron-electron scattering
by: Zalinyan, Tigran, et al.
Published: (2026)
by: Zalinyan, Tigran, et al.
Published: (2026)
Convergence in probability of numerical solutions of a highly non-linear delayed stochastic interest rate model
by: Coffie, Emmanuel
Published: (2025)
by: Coffie, Emmanuel
Published: (2025)
Unbiased Kinetic Langevin Monte Carlo with Inexact Gradients
by: Chada, Neil K., et al.
Published: (2023)
by: Chada, Neil K., et al.
Published: (2023)
A Fast Monte Carlo algorithm for evaluating matrix functions with application in complex networks
by: Guidotti, Nicolas L., et al.
Published: (2023)
by: Guidotti, Nicolas L., et al.
Published: (2023)
Hyperellipsoid Density Sampling: Exploitative Sequences to Accelerate High-Dimensional Optimization
by: Soltes, Julian
Published: (2025)
by: Soltes, Julian
Published: (2025)
Constrained graph generation: Preserving diameter and clustering coefficient simultaneously
by: Ferenczi, Dávid, et al.
Published: (2026)
by: Ferenczi, Dávid, et al.
Published: (2026)
Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo in the nonconvex stochastic gradient case
by: Chak, Martin, et al.
Published: (2023)
by: Chak, Martin, et al.
Published: (2023)
Beyond the briscola advantage: a Monte Carlo dominance test for deterministic strategies in two-player Briscola Game
by: Giacomelli, Piero
Published: (2026)
by: Giacomelli, Piero
Published: (2026)
An Inertial Langevin Algorithm
by: Falk, Alexander, et al.
Published: (2025)
by: Falk, Alexander, et al.
Published: (2025)
Scalable s-step Preconditioned Conjugate Gradient with Chebyshev Basis and Gauss-Seidel Gram Solve
by: D'Ambra, Pasqua, et al.
Published: (2026)
by: D'Ambra, Pasqua, et al.
Published: (2026)
Fast exact simulation of the first-passage event of a subordinator
by: Cázares, Jorge Ignacio González, et al.
Published: (2023)
by: Cázares, Jorge Ignacio González, et al.
Published: (2023)
Similar Items
-
Adaptive Riemannian Manifold Hamiltonian Monte Carlo with Hierarchical Metric
by: Kailas, Miika, et al.
Published: (2026) -
Monte Carlo sampling with integrator snippets
by: Andrieu, Christophe, et al.
Published: (2024) -
Noise-balanced multilevel on-the-fly sparse grid surrogates for coupling Monte Carlo models into continuum models with application to heterogeneous catalysis
by: Hülser, Tobias, et al.
Published: (2026) -
Exploiting Inexact Computations in Multilevel Monte Carlo and Other Sampling Methods
by: Martínek, Josef, et al.
Published: (2025) -
Quasi-Monte Carlo and importance sampling methods for Bayesian inverse problems
by: He, Zhijian, et al.
Published: (2024)