A framework for adaptive Monte Carlo procedures (Q3168631): Difference between revisions

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+.3551
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+Adaptative Monte Carlo Method, A Variance Reduction Technique
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+Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options
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+Robust adaptive importance sampling for normal random vectors
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+Adaptive Monte Carlo variance reduction for Lévy processes with two-time-scale stochastic approximation
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+Optimal Importance Sampling Parameter Search for Lévy Processes via Stochastic Approximation
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+Adaptive Control Variates for Finite-Horizon Simulation
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+Stochastic Approximation with Averaging of the Iterates: Optimal Asymptotic Rate of Convergence for General Processes
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+Almost sure convergence of randomly truncated stochastic algorithms under verifiable condi\-tions
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+Unconstrained recursive importance sampling
@@ Property / cites work: Unconstrained recursive importance sampling / rank @@
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+Asymptotic Almost Sure Efficiency of Averaged Stochastic Algorithms
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+Acceleration of Stochastic Approximation by Averaging
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+Central limit theorems for local martingales
@@ Property / cites work: Central limit theorems for local martingales / rank @@
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+A Stochastic Approximation Method
@@ Property / cites work: A Stochastic Approximation Method / rank @@
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+Proofs of the martingale FCLT
@@ Property / cites work: Proofs of the martingale FCLT / rank @@
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