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JuliaCon Comments #50

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arnavs opened this issue Jul 30, 2020 · 0 comments

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arnavs commented Jul 30, 2020

Expectations.jl being a (very nice) wrapper around quadrature methods, it would feel quite natural to add Monte Carlo integration as well. My point is that for D > 3, quadrature method become very inefficient. Having a unified approach for expectations that contain both MC and Quadrature would be awesome in my opinion.

From Chris:

make sure to check out the DiffEqUncertainty talk about probabilistic optimization

arnavs self-assigned this

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