Sample recycling method -- a new approach to efficient nested Monte Carlo simulations (Q2155860): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3171074290 / rank | |||
Normal rank |
Revision as of 22:41, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Sample recycling method -- a new approach to efficient nested Monte Carlo simulations |
scientific article |
Statements
Sample recycling method -- a new approach to efficient nested Monte Carlo simulations (English)
0 references
15 July 2022
0 references
nested simulation
0 references
risk estimation
0 references
change of measure
0 references
density-ratio estimation
0 references
sample recycling method
0 references