Control variate selection for Monte Carlo integration (Q2058787)
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scientific article; zbMATH DE number 7442049
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Control variate selection for Monte Carlo integration |
scientific article; zbMATH DE number 7442049 |
Statements
Control variate selection for Monte Carlo integration (English)
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9 December 2021
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control variate
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Lasso
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Monte Carlo
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variable selection
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variance reduction
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0.8929280638694763
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0.8074085116386414
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0.7979488968849182
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0.7843979001045227
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