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Let $x:[a,b]\times\Omega\rightarrow\mathbb{R}$ be a stochastic process, where $\Omega$ is the sample space from an underlying probability space. Let $L^p$ be the Lebesgue space of random variables on $...

In my particular problem, running an MCMC is too expensive, so I'm looking for a simple MC estimator, which would partially inherit the correlated samples of MCMC, yet would not require computing ...