A perspective on variance reduction in dynamic simulation experiments (Q3763557)
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scientific article; zbMATH DE number 4020437
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A perspective on variance reduction in dynamic simulation experiments |
scientific article; zbMATH DE number 4020437 |
Statements
A perspective on variance reduction in dynamic simulation experiments (English)
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1987
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dynamic simulation experiments
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antithetic variates
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common random numbers
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conditional expectations
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control variates
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generalized semi- Markov process
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importance sampling
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indirect estimators
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Latin hypercube sampling
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poststratifying
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Russian roulette
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splitting
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stratified sampling
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swindle
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systematic sampling
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variance reduction strategies
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taxonomy
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constraint optimization problem
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distribution replacement
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dependence induction
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equivalent allocation
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sample allocation
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equivalent information
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auxiliary information
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0.8901933
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0.88933724
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0.8840239
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0.87908614
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0.87437713
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