Control Variate Remedies
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Recommendations
Cited in
(34)- Control Variates for Quantile Estimation
- Control-variate selection criteria
- On control variate estimators
- Regression Sampling in Statistical Auditing: A Practical Survey and Evaluation
- Monte Carlo gradient estimation in machine learning
- A Control Variate Approach Based on a Defect-Type Theory for Variance Reduction in Stochastic Homogenization
- Control-variate methods for comparison with a standard
- scientific article; zbMATH DE number 1790424 (Why is no real title available?)
- Ensemble approximate control variate estimators: applications to multifidelity importance sampling
- Indirect inference and variance reduction using control variates
- Large deviation asymptotics and control variates for simulating large functions
- Avoiding extremes using partial control
- A cross-estimation technique for using control variables in stochastic simulations
- Selecting the best simulated system with weighted control-variate estimators
- Variance reduction in stochastic reaction networks using control variates
- Static hedging of multivariate derivatives by simulation
- Control variate method for stationary processes
- Variance Reduction Using Nonlinear Controls and Transformations
- A splitting scheme for control variates
- Fifty years of stochastic simulation: where we are and where we need to go
- Opportunities of robust regression for variance reduction in discrete event simulation
- Controlled stratification for quantile estimation
- Time-dependent queueing network approximations as simulation external control variates
- Variance reduction for quantile estimates in simulations via nonlinear controls
- Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework
- Covariance expressions for multifidelity sampling with multioutput, multistatistic estimators: application to approximate control variates
- Variance reduction for simulated diffusions using control variates extracted from state space evaluations
- The optimal linear combination of control variates in the presence of asymptotically negligible bias
- A generalized approximate control variate framework for multifidelity uncertainty quantification
- Multilevel Monte Carlo metamodeling for variance function estimation
- Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions
- Preliminary control variates to improve empirical regression methods
- Control variates method to estimate stochastic buckling loads
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