The following pages link to (Q3386773):
Displaying 7 items.
- On the optimal design of the randomized unbiased Monte Carlo estimators (Q2060580) (← links)
- Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo (Q2076930) (← links)
- Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient (Q2670503) (← links)
- A New Likelihood Ratio Method for Training Artificial Neural Networks (Q5084674) (← links)
- Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning (Q5087735) (← links)
- On comparison of steady-state infinitesimal perturbation analysis and likelihood ratio derivative estimates (Q6080669) (← links)
- Copula sensitivity analysis for portfolio credit derivatives (Q6167430) (← links)
