Efficiency improvement techniques (Q1805481): Difference between revisions

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Latest revision as of 10:29, 30 July 2024

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Efficiency improvement techniques
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    Efficiency improvement techniques (English)
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    18 May 1995
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    variance reduction
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    control variates
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    conditioning
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    efficiency of stochastic simulations
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    common random numbers
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    importance sampling
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    conditional Monte Carlo
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    stratification
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