Q4969241 (Q4969241): Difference between revisions

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+A splitting scheme for control variates
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+Computational Graphs and Rounding Error
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+Optimal Malliavin Weighting Function for the Computation of the Greeks
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+Bayesian experimental design: A review
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+Malliavin Greeks without Malliavin calculus
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+Differentiation Under the Integral Sign
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+Applications of Malliavin calculus to Monte Carlo methods in finance
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+AD Model Builder: using automatic differentiation for statistical inference of highly parameterized complex nonlinear models
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+Optimization via simulation: A review
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+Second Derivative Sample Path Estimators for the GI/G/m Queue
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+Getting It Right
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+Importance Sampling for Stochastic Simulations
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+Likelihood ratio gradient estimation for stochastic recursions
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+Indirect Estimation Via <i>L</i> = λ<i>W</i>
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+Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control
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+Smoothed (conditional) perturbation analysis of discrete event dynamical systems
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+Convergence Properties of Infinitesimal Perturbation Analysis Estimates
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+Weak Differentiability of Product Measures
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+Sensitivity estimation for Gaussian systems
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+Perturbation analysis and optimization of queueing networks
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+Optimal mean squared error analysis of the harmonic gradient estimators
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+An introduction to variational methods for graphical models
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+Optimization and sensitivity analysis of computer simulation models by the score function method
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+Note: On the Interchange of Derivative and Expectation for Likelihood Ratio Derivative Estimators
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+Introduction to Quasi-Monte Carlo Integration and Applications
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+The Monte Carlo Method
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+Control Variate Remedies
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+The Malliavin Calculus and Related Topics
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+Control Functionals for Monte Carlo Integration
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+The Variational Gaussian Approximation Revisited
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+A general framework for the parametrization of hierarchical models
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+Sampling derivatives of probabilities
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+A useful theorem for nonlinear devices having Gaussian inputs
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+Sensitivity Analysis for Simulations via Likelihood Ratios
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+A Stochastic Approximation Method
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+Sensitivity analysis of discrete event systems by the ''push out'' method
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+About one Monte Carlo method for solving linear equations
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+Fixed-form variational posterior approximation through stochastic linear regression
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+Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
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+The epic story of maximum likelihood
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+Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the <i>M</i>/<i>G</i>/1 Queue
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