CREST, ENSAI, France; LTCI, Télécom Paris, Institut Polytechnique de Paris, France; LIDAM, ISBA, UCLouvain, Belgium
Rémi Leluc, François Portier, Johan Segers, Aigerim Zhuman
Monte Carlo;quadrature rule;control variates;adaptive importance sampling;Bayesian inference
A Quadrature Rule combining Control Variates and Adaptive Importance Sampling