An optimal control variance reduction method for density estimation (Q2518612): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal control variance reduction method for density estimation |
scientific article |
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An optimal control variance reduction method for density estimation (English)
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16 January 2009
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kernel density estimation
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stochastic differential equations
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variance reduction
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weak approximation
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central limit theorem
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Malliavin calculus
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