Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata (Q4635148): Difference between revisions

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Latest revision as of 01:16, 20 March 2024

scientific article; zbMATH DE number 6859934
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English
Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata
scientific article; zbMATH DE number 6859934

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    Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata (English)
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    16 April 2018
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    Brownian bridge
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    Poisson stratification
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    control variates
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    importance sampling
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    stochastic approximation algorithm
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    stratified sampling
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    variance reduction
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