Monte Carlo integration with a growing number of control variates (Q5205948)

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scientific article; zbMATH DE number 7143968
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Monte Carlo integration with a growing number of control variates
scientific article; zbMATH DE number 7143968

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    Monte Carlo integration with a growing number of control variates (English)
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    17 December 2019
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    central limit theorem
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    control variates
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    multiple linear regression
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    ordinary least squares
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    post-stratification
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    Legendre polynomial
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