A perspective on variance reduction in dynamic simulation experiments (Q3763557): Difference between revisions

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Latest revision as of 12:42, 18 June 2024

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A perspective on variance reduction in dynamic simulation experiments
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    A perspective on variance reduction in dynamic simulation experiments (English)
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    1987
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    dynamic simulation experiments
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    antithetic variates
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    common random numbers
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    conditional expectations
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    control variates
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    generalized semi- Markov process
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    importance sampling
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    indirect estimators
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    Latin hypercube sampling
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    poststratifying
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    Russian roulette
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    splitting
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    stratified sampling
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    swindle
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    systematic sampling
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    variance reduction strategies
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    taxonomy
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    constraint optimization problem
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    distribution replacement
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    dependence induction
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    equivalent allocation
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    sample allocation
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    equivalent information
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    auxiliary information
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