"When can Regression-Adjusted Control Variate Help? Rare Events, Sobolev ..."

Jose H. Blanchet et al. (2023)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2024-03-01

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Jose H. Blanchet, Haoxuan Chen, Yiping Lu, Lexing Ying:
When can Regression-Adjusted Control Variate Help? Rare Events, Sobolev Embedding and Minimax Optimality. NeurIPS 2023

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