Efficiency improvement techniques (Q1805481)

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Efficiency improvement techniques
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    Statements

    title
    Efficiency improvement techniques (English)
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    author
    Peter W. Glynn
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    publication date
    18 May 1995
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    zbMATH Keywords
    variance reduction
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    control variates
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    conditioning
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    efficiency of stochastic simulations
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    common random numbers
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    importance sampling
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    conditional Monte Carlo
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    stratification
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    cites work
    Q3662646
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    Q4124103
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    Filtered Monte Carlo
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    Q5732992
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    Identifiers

    DOI
    10.1007/BF02136829
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    Mathematics Subject Classification ID
    62P99
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    65C99
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    62M99
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    zbMATH DE Number
    756401
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