Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata (Q4635148)
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scientific article; zbMATH DE number 6859934
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| English | Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata |
scientific article; zbMATH DE number 6859934 |
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Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata (English)
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16 April 2018
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Brownian bridge
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Poisson stratification
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control variates
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importance sampling
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stochastic approximation algorithm
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stratified sampling
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variance reduction
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0.8951708674430847
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0.8891059160232544
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0.8386436700820923
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0.7915372848510742
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0.7661746144294739
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