{"id":"https://openalex.org/W4313006926","doi":"https://doi.org/10.1109/lsp.2022.3221347","title":"Control Variates for Constrained Variables","display_name":"Control Variates for Constrained Variables","publication_year":2022,"publication_date":"2022-01-01","ids":{"openalex":"https://openalex.org/W4313006926","doi":"https://doi.org/10.1109/lsp.2022.3221347"},"language":"en","primary_location":{"id":"doi:10.1109/lsp.2022.3221347","is_oa":false,"landing_page_url":"https://doi.org/10.1109/lsp.2022.3221347","pdf_url":null,"source":{"id":"https://openalex.org/S120629676","display_name":"IEEE Signal Processing Letters","issn_l":"1070-9908","issn":["1070-9908","1558-2361"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Signal Processing Letters","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5083636287","display_name":"Simon Maskell","orcid":"https://orcid.org/0000-0003-1917-2913"},"institutions":[{"id":"https://openalex.org/I146655781","display_name":"University of Liverpool","ror":"https://ror.org/04xs57h96","country_code":"GB","type":"education","lineage":["https://openalex.org/I146655781"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Simon Maskell","raw_affiliation_strings":["department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, U.K","Department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, United Kingdom"],"affiliations":[{"raw_affiliation_string":"department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, U.K","institution_ids":[]},{"raw_affiliation_string":"Department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, United Kingdom","institution_ids":["https://openalex.org/I146655781"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100698859","display_name":"Yifan Zhou","orcid":"https://orcid.org/0000-0002-1477-5777"},"institutions":[{"id":"https://openalex.org/I146655781","display_name":"University of Liverpool","ror":"https://ror.org/04xs57h96","country_code":"GB","type":"education","lineage":["https://openalex.org/I146655781"]}],"countries":["GB"],"is_corresponding":false,"raw_author_name":"Yifan Zhou","raw_affiliation_strings":["department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, U.K","Department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, United Kingdom"],"affiliations":[{"raw_affiliation_string":"department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, U.K","institution_ids":[]},{"raw_affiliation_string":"Department of Electrical Engineering and Electronics, University of Liverpool, Liverpool, United Kingdom","institution_ids":["https://openalex.org/I146655781"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5030873840","display_name":"Antonietta Mira","orcid":"https://orcid.org/0000-0002-5609-7935"},"institutions":[{"id":"https://openalex.org/I57201433","display_name":"Universit\u00e0 della Svizzera italiana","ror":"https://ror.org/03c4atk17","country_code":"CH","type":"education","lineage":["https://openalex.org/I57201433"]},{"id":"https://openalex.org/I115752224","display_name":"University of Insubria","ror":"https://ror.org/00s409261","country_code":"IT","type":"education","lineage":["https://openalex.org/I115752224"]}],"countries":["CH","IT"],"is_corresponding":false,"raw_author_name":"Antonietta Mira","raw_affiliation_strings":["University of Lugano, Lugano, Switzerland","Insubria University, Como, Italy"],"affiliations":[{"raw_affiliation_string":"University of Lugano, Lugano, Switzerland","institution_ids":["https://openalex.org/I57201433"]},{"raw_affiliation_string":"Insubria University, Como, Italy","institution_ids":["https://openalex.org/I115752224"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5083636287"],"corresponding_institution_ids":["https://openalex.org/I146655781"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.14601128,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"29","issue":null,"first_page":"2333","last_page":"2337"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9962999820709229,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9958999752998352,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/control-variates","display_name":"Control variates","score":0.9451372623443604},{"id":"https://openalex.org/keywords/variance-reduction","display_name":"Variance reduction","score":0.7609845399856567},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.6457955837249756},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.633220911026001},{"id":"https://openalex.org/keywords/random-variable","display_name":"Random variable","score":0.6194307804107666},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.5162353515625},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5115329027175903},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.46176260709762573},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.42117491364479065},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3963307738304138},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3881925940513611},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.38771840929985046},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.34240788221359253}],"concepts":[{"id":"https://openalex.org/C121683094","wikidata":"https://www.wikidata.org/wiki/Q3554721","display_name":"Control variates","level":5,"score":0.9451372623443604},{"id":"https://openalex.org/C62644790","wikidata":"https://www.wikidata.org/wiki/Q3454689","display_name":"Variance reduction","level":3,"score":0.7609845399856567},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.6457955837249756},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.633220911026001},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.6194307804107666},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.5162353515625},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5115329027175903},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.46176260709762573},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.42117491364479065},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3963307738304138},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3881925940513611},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.38771840929985046},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.34240788221359253},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/lsp.2022.3221347","is_oa":false,"landing_page_url":"https://doi.org/10.1109/lsp.2022.3221347","pdf_url":null,"source":{"id":"https://openalex.org/S120629676","display_name":"IEEE Signal Processing Letters","issn_l":"1070-9908","issn":["1070-9908","1558-2361"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Signal Processing Letters","raw_type":"journal-article"},{"id":"pmh:oai:irinsubria.uninsubria.it:11383/2162399","is_oa":false,"landing_page_url":"https://hdl.handle.net/11383/2162399","pdf_url":null,"source":{"id":"https://openalex.org/S4377196351","display_name":"IrInSubria (University of Insubria)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I115752224","host_organization_name":"University of Insubria","host_organization_lineage":["https://openalex.org/I115752224"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G4850962026","display_name":null,"funder_award_id":"EP/R018537/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"},{"id":"https://openalex.org/G4860320577","display_name":"Big Hypotheses: A Fully Parallelised Bayesian Inference Solution","funder_award_id":"EP/R018537/1","funder_id":"https://openalex.org/F4320334627","funder_display_name":"Engineering and Physical Sciences Research Council"}],"funders":[{"id":"https://openalex.org/F4320334627","display_name":"Engineering and Physical Sciences Research Council","ror":"https://ror.org/0439y7842"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W1556208956","https://openalex.org/W1982942585","https://openalex.org/W1993276303","https://openalex.org/W1998986742","https://openalex.org/W2035192392","https://openalex.org/W2065061269","https://openalex.org/W2066628672","https://openalex.org/W2090950744","https://openalex.org/W2105324718","https://openalex.org/W2107461329","https://openalex.org/W2217402295","https://openalex.org/W2352384885","https://openalex.org/W2577537660","https://openalex.org/W2808618339","https://openalex.org/W2963977107","https://openalex.org/W3031418291","https://openalex.org/W3032971139","https://openalex.org/W4295855164","https://openalex.org/W6633461306","https://openalex.org/W6679529799","https://openalex.org/W6705875501","https://openalex.org/W6752474965"],"related_works":["https://openalex.org/W2886060011","https://openalex.org/W1592208634","https://openalex.org/W2958835316","https://openalex.org/W160467666","https://openalex.org/W2951226321","https://openalex.org/W130530666","https://openalex.org/W2149436393","https://openalex.org/W2372527200","https://openalex.org/W3031816500","https://openalex.org/W1991181066"],"abstract_inverted_index":{"Numerical":[0],"Bayesian":[1],"inference":[2],"methods":[3],"typified":[4],"by":[5,38],"Markov":[6],"chain":[7],"Monte":[8],"Carlo":[9],"generate":[10],"a":[11,16,28,104],"set":[12],"of":[13,27,33,47,63,103],"samples":[14,22,48],"from":[15,107],"probability":[17],"distribution.":[18],"When":[19],"using":[20],"real-valued":[21],"to":[23,55,71,91,111],"approximate":[24],"the":[25,31,34,45,57,61,82,101,112],"expectation":[26],"random":[29,83],"variable,":[30],"variance":[32,58,74],"resulting":[35],"estimator,":[36],"obtained":[37],"averaging":[39],"over":[40],"those":[41],"samples,":[42],"decreases":[43],"as":[44],"number":[46,62],"increases.":[49],"However,":[50],"it":[51,89],"is":[52,68,77,85,123],"often":[53],"useful":[54],"reduce":[56],"without":[59],"increasing":[60],"samples.":[64],"Using":[65],"control":[66,93],"variates":[67,94],"one":[69],"method":[70],"achieve":[72],"such":[73],"reduction":[75],"and":[76],"applicable":[78],"in":[79,120],"contexts":[80],"where":[81],"variable":[84],"unconstrained.":[86],"To":[87],"make":[88],"possible":[90],"use":[92,102],"with":[95,125],"constrained":[96,113],"variables,":[97],"this":[98],"paper":[99],"proposes":[100],"non-linear":[105],"mapping":[106],"an":[108],"unconstrained":[109],"space":[110],"space.":[114],"Results":[115],"indicate":[116],"that":[117],"significant":[118],"reductions":[119],"Monte-Carlo":[121],"error":[122],"achieved":[124],"negligible":[126],"additional":[127],"computational":[128],"cost.":[129]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}