Control Functionals for Monte Carlo Integration (Q5743239)

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scientific article; zbMATH DE number 7052787
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Control Functionals for Monte Carlo Integration
scientific article; zbMATH DE number 7052787

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    Control Functionals for Monte Carlo Integration (English)
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    9 May 2019
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    control variates
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    nonparametrics
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    reproducing kernel
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    Stein's identity
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    variance reduction
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