Variance reduction for Markov chain processes using state space evaluation for control variates (Q4658530)
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scientific article; zbMATH DE number 2146790
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Variance reduction for Markov chain processes using state space evaluation for control variates |
scientific article; zbMATH DE number 2146790 |
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Variance reduction for Markov chain processes using state space evaluation for control variates (English)
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16 March 2005
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simulation
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Markov chains
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neural net training
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variance reduction
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0.8509026169776917
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0.8289291262626648
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0.7970784306526184
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0.7955785989761353
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0.7935004830360413
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