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Projects in Awesome Lists tagged with variance-reduction

A curated list of projects in awesome lists tagged with variance-reduction .

https://github.com/jerryxyx/MonteCarlo

A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM

cir-model control-varates hedge heston-model monte-carlo optimization option-pricing variance-reduction

Last synced: 27 Mar 2025

https://github.com/adamdad/filter-gradient-decent

In this paper, we propose Filter Gradient Decent (FGD), an efficient stochastic optimization algorithm that makes a consistent estimation of the local gradient by solving an adaptive filtering problem with different designs of filters.

filters stochastic-gradient-descent variance-reduction

Last synced: 15 Apr 2025

https://github.com/mhw32/antithetic-vae-public

PyTorch implementation for " Differentiable Antithetic Sampling for Variance Reduction in Stochastic Variational Inference" (https://arxiv.org/abs/1810.02555).

aistats sampling-methods variance-reduction variational-autoencoder variational-inference

Last synced: 14 Apr 2025

https://github.com/anthonytedja/teams

teams partitions players into equal teams with minimum variance

csv-parser normalization partitioning python variance-reduction

Last synced: 24 Mar 2025