Stratified regression-based variance reduction approach for weak approximation schemes (Q1996942): Difference between revisions

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Revision as of 16:15, 24 July 2024

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Stratified regression-based variance reduction approach for weak approximation schemes
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    Stratified regression-based variance reduction approach for weak approximation schemes (English)
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    1 March 2021
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    control variates
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    stratification
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    Monte Carlo methods
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    weak schemes
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    regression
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