Integrated Variance Reduction Strategies for Simulation
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(23)- Simulation-based approach to estimation of latent variable models
- Structured construction and simulation of nondeterministic stochastic activity networks
- Methods of decreasing a variance by simulation and the analysis of their effectiveness
- Variance reduction algorithms for parallel replicated simulation of uniformized Markov chains
- On the distribution of integration error by randomly-shifted lattice rules
- Efficiency and exponential models in a variance-reduction technique for dichotomous response variables
- Controlled multistage selection procedures for comparison with a standard
- Event tree based sampling
- The empirical behavior of sampling methods for stochastic programming
- Variability reduction through operations reversal
- Extended Latin hypercube sampling for integration and simulation
- Variance Reduction Techniques for Digital Simulation
- A perspective on variance reduction in dynamic simulation experiments
- A variance reduction technique based on integral representations
- SUPRA-BAYESIAN POOLING OF PRIORS LINKED BY A DETERMINISTIC SIMULATION MODEL
- Combined correlation methods for metamodel estimation in multipopulation simulation experiments
- Reducing Simulation Input-Model Risk via Input Model Averaging
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions
- Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
- On figures of merit for randomly-shifted lattice rules
- Stochastic approximation for multi-period simulation optimization with streaming input data
- Controlling antithetic variates
- Integrating neural networks and tensor networks for computing free energy
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