On improved estimation for importance sampling (Q642209)
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scientific article; zbMATH DE number 5963753
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| default for all languages | No label defined |
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| English | On improved estimation for importance sampling |
scientific article; zbMATH DE number 5963753 |
Statements
On improved estimation for importance sampling (English)
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25 October 2011
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difference estimator
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Horvitz-Thompson estimator
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regression estimator
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simulation
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variance reduction
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0.8542238473892212
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0.8390152454376221
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0.815731942653656
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0.815731942653656
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0.8098879456520081
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