Variance reduction in Monte Carlo estimators via empirical variance minimization (Q1709870)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7002202
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Variance reduction in Monte Carlo estimators via empirical variance minimization |
scientific article; zbMATH DE number 7002202 |
Statements
Variance reduction in Monte Carlo estimators via empirical variance minimization (English)
0 references
15 January 2019
0 references
variance minimization
0 references
Monte Carlo estimators
0 references
control functions
0 references
0 references
0.8369104862213135
0 references
0.8126429915428162
0 references
0.7915551662445068
0 references
0.786510705947876
0 references
0.7857175469398499
0 references
