Presentation
Neural Control Variates With Automatic Integration
SessionMonte Carlo for PDEs
DescriptionWe present a method that uses arbitrary neural network architectures as control variates with automatic differentiation to improve Monte Carlo methods. Our approach creates unbiased, low-variance, and numerically stable Monte Carlo estimators for various problem setups. We demonstrate our method's advantages in solving Laplace and Poisson equations using Walk-on-Sphere.

Event Type
Technical Paper
TimeMonday, 29 July 202411:25am - 11:35am MDT
LocationMile High 4
ACM Digital Library
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Session Time & Location
Sunday, 28 July 20246:00pm - 8:45pm MDTBluebird Ballroom
Monday, 29 July 202410:45am - 12:15pm MDTMile High 4
Research & Education
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Machine Learning
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