Efficiency of Multivariate Control Variates in Monte Carlo Simulation
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Cited in
(44)- Markov models for digraph panel data: Monte Carlo-based derivative estimation
- The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling
- The score function approach for sensitivity analysis of computer simulation models
- A cross-estimation technique for using control variables in stochastic simulations
- Sensitivity analysis and the ``what if problem in simulation analysis
- Selecting control variates to estimate multiresponse simulation metamodels
- Convergence rates for a class of estimators based on Stein's method
- Initial data truncation for multivariate output of discrete-event simulation using the Kalman filter
- Batch size effects on the efficiency of control variates in simulation
- A generalized multi-fidelity simulation method using sparse polynomial chaos expansion
- Control variate selection for Monte Carlo integration
- A generalized approximate control variate framework for multifidelity uncertainty quantification
- On the optimization of approximate control variates with parametrically defined estimators
- Multilevel and multifidelity uncertainty quantification for cardiovascular hemodynamics
- Common random numbers in multivariate simulations
- Control Variate Remedies
- Estimation of nonlinear simulation metamodels using control variates
- On controlling variates in network simulation
- Control Variates for Monte Carlo Analysis of Nonlinear Statistical Models, I: Overview
- Variance Reduction Using Nonlinear Controls and Transformations
- A perspective on variance reduction in dynamic simulation experiments
- Using Control Variables to Improve the Efficiency of Percentile Estimation in Stochastic Simulation
- Monte Carlo, Control Variates, and Stochastic Ordering
- The optimal linear combination of control variates in the presence of asymptotically negligible bias
- Variance reduction for quantile estimates in simulations via nonlinear controls
- Equivariant estimation of a normal mean vector using a normal concomitant vector for covariance adjustment
- Improved point and confidence interval estimators of mean response in simulation when control variates are used
- scientific article; zbMATH DE number 1790424 (Why is no real title available?)
- IMPROVING SIMULATION EFFICIENCY WITH QUASI CONTROL VARIATES
- A multifidelity ensemble Kalman filter with reduced order control variates
- Likelihood ratio gradient estimation for steady-state parameters
- Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods
- Number of Replications Required in Control Chart Monte Carlo Simulation Studies
- Control variates for monte carlo analysis of nonlinear statistical models, II: raw moments and variances
- Value function gradient learning for large-scale multistage stochastic programming problems
- Covariance expressions for multifidelity sampling with multioutput, multistatistic estimators: application to approximate control variates
- Monte Carlo methods with infinite variances
- Controlling antithetic variates
- Antithetic variates revisited again
- An adaptive hierarchical ensemble Kalman filter with reduced basis models
- Multifidelity covariance estimation via regression on the manifold of symmetric positive definite matrices
- Multifidelity linear regression for scientific machine learning from scarce data
- Control variate method for stationary processes
- Parallel processors for planning under uncertainty
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