control-variates

There are 0 repository under control-variates topic.

• agadetsky / pytorch-pl-variance-reduction

  [AAAI 2020 Oral] Low-variance Black-box Gradient Estimates for the Plackett-Luce Distribution

  aaai2020pytorchvariance-reductionplackett-lucerelaxrebarstructure-learningdirected-acyclic-graphcontrol-variatesneurips-2019permutationsplackett-luce-distribution
  Language:Jupyter Notebook 35

• VITA-Group / SteinDreamer

  “SteinDreamer: Variance Reduction for Text-to-3D Score Distillation via Stein Identity” by Peihao Wang, Zhiwen Fan, Dejia Xu, Dilin Wang, Sreyas Mohan, Forrest Iandola, Rakesh Ranjan, Yilei Li, Qiang Liu, Zhangyang Wang, Vikas Chandra

  control-variatesgenerative-aistein-unbiased-risk-estimatetext-to-3ddiffusion-modelsscore-distillation
  33
• viltrum-mitsuba

  mcrescas / viltrum-mitsuba

  This repository contains the source code of the paper Primary-Space Adaptive Control Variates using Piecewise-Polynomial Approximations by Miguel Crespo, Adrian Jarabo, and Adolfo Muñoz from ACM Transactions on Graphics.

  quadrature-rulesnumerical-integrationcontrol-variatesrenderingpiecewise-polynomial
  Language:C++ 20

• adolfomunoz / viltrum

  VILTRUM: Varied Integration Layouts for arbiTRary integrals in a Unified Manner - A C++17 header-only library that provides a set of numerical integration routines

  adaptive-quadraturecontrol-variatesnumerical-integrationpiecewise-polynomialrendering
  Language:C++ 12

• lehduong / Job-Scheduling-with-Reinforcement-Learning

  Learning in Noisy MDP (which is governed by stochastic, exogenous input processes) with input-dependent baseline

  pytorchcontrol-variatesreinforcement-learningpolicy-gradientjob-schedulingload-balance
  Language:Python 10

• msabvid / Deep-PDE-Solvers

  Unbiased Deep Learning based Solvers for parametric PDEs

  control-variatesoption-pricingpde-solverpytorch
  Language:Python 9

• wmkouw / ctrl-iwxval

  Controlled importance-weighted cross-validation

  covariate-shiftsampling-variancecontrol-variatescross-validationregularization
  Language:MATLAB 5

• juliusberner / robust_kolmogorov

  Robust SDE-Based Variational Formulations for Solving Linear PDEs via Deep Learning (ICML 2022)

  control-variatesdeep-learningmachine-learningneural-networknumerical-methodspartial-differential-equationspytorchrobustnessstochastic-differential-equationsweights-and-biases
  Language:Python 2

• andreagrbic / master_rad_matf

  Vrednovanje azijskih opcija

  antithetic-variatescontrol-variatesfinancefinancial-mathematicsmonte-carlo-simulationmontecarlo-simulationoption-pricingoptionsasian-optionexotic-option
  Language:R 1

• anthonyli01 / Advanced-Simulation-Methods

  This project focuses on applying advanced simulation methods for derivatives pricing. It includes Monte-Carlo, Variance Reduction Techniques, Distribution Sampling Methods, Euler Schemes, and Milstein Schemes.

  acceptance-rejectionantithetic-variatescontrol-variateseuler-schemesinverse-transform-methodmilsteinmonte-carlostratified-samplingvariance-reductionvon-neumannderivatives-pricing
  Language:Jupyter Notebook 1

• lx10077 / rlpy

  A pytorch-version implementation of RL algorithms. Now it collects TRPO, ClipPPO, A2C, GAIL and ADCV.

  reinforcement-learningtrpoppoa2cmujoco-environmentspytorchcontrol-variates
  Language:Python 1

• anthonyli01 / R-Derivatives-Pricing

  University Project: simulation techniques to price derivatives. It will involve Monte-Carlo, variance-reduction techniques, and advanced simulation methods.

  antithetic-variatescontrol-variatesderivatives-pricingmonte-carlostratified-samplingvariance-reductioninverse-transform-methodvon-neumann
  0

• hamzaelsaawy / ImportanceSampling

  Importance sampling with control variates on top of Distributions.jl

  control-variatesimportance-samplingmixture-distributionsmonte-carlo
  Language:Julia 0

• sverdoot / control-variates

  Project on using control variates for bayesian neural networks

  bayesian-neural-networkscontrol-variatesvariance-reduction
  Language:Jupyter Notebook 0