Stratified regression-based variance reduction approach for weak approximation schemes (Q1996942)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stratified regression-based variance reduction approach for weak approximation schemes |
scientific article |
Statements
Stratified regression-based variance reduction approach for weak approximation schemes (English)
0 references
1 March 2021
0 references
control variates
0 references
stratification
0 references
Monte Carlo methods
0 references
weak schemes
0 references
regression
0 references