scientific article; zbMATH DE number 410129
From MaRDI portal
Publication:4203559
zbMath0776.62041MaRDI QIDQ4203559
Publication date: 7 September 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
central limit theoremasymptotic varianceconsistent estimatesvariance reductionnonparametric regressionMonte Carlo integrationskewnessvariance estimationcontrol variateslatin hypercube samplingfrequentist approach to computer experimentationLHS integrals
Density estimation (62G07) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Numerical integration (65D30) Probabilistic methods, stochastic differential equations (65C99)
Related Items
Identification of parameters for large-scale kinetic models, Quasi-regression with shrinkage, Analysis of variance designs for model output, Optimal Latin-hypercube designs for computer experiments, Variance reduction in Monte Carlo sampling-based optimality gap estimators for two-stage stochastic linear programming, Quasi-regression, Wrap-around \(L_2\)-discrepancy of random sampling Latin hypercube and uniform designs, Estimating the integral of a squared regression function with Latin hypercube sampling, Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo, Survey of modeling and optimization strategies to solve high-dimensional design problems with computationally-expensive black-box functions, Min-median-max metamodel-based unconstrained nonlinear optimization problems, An improved averaged two-replication procedure with Latin hypercube sampling, Reliable and efficient parameter estimation using approximate continuum limit descriptions of stochastic models, Expected integration approximation under general equal measure partition, On the distribution of integration error by randomly-shifted lattice rules, Hilbert space analysis of Latin Hypercube Sampling, Accurate emulators for large-scale computer experiments, A central limit theorem for marginally coupled designs, On the asymptotic distribution of scrambled net quadrature., On adaptive stratification, A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments, Variance reduction for sequential sampling in stochastic programming, Variance-based adaptive sequential sampling for polynomial chaos expansion, Novel statistical emulator construction for volcanic ash transport model Ash3d with physically motivated measures, An isomorphism check for two-level fractional factorial designs, Flexible sliced designs for computer experiments, Centered $L_2$-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs, k -d Darts, Efficient bootstrap methods: A review, Some large deviations results for Latin hypercube sampling, Control variates for quasi-Monte Carlo (with comments and rejoinder), Stratified random sampling for dependent inputs in Monte Carlo simulations from computer experiments, Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions, Lower bounds of the wrap-around \(L_2\)-discrepancy and relationships between MLHD and uniform design with a large size, Assessing linearity in high dimensions., Representative points for distribution recovering
