scientific article; zbMATH DE number 1790424
From MaRDI portal
Publication:4549489
zbMATH Open1002.65016MaRDI QIDQ4549489FDOQ4549489
Authors: Roberto Szechtman, Peter W. Glynn 
Publication date: 28 August 2002
Title of this publication is not available (Why is that?)
Recommendations
variance reductionstratificationMonte Carlo simulationnonparametric maximum likelihoodrotation samplingmethod of control variatesantithetics
Nonparametric estimation (62G05) Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10)
Cited In (35)
- Monte Carlo gradient estimation in machine learning
- On control variate estimators
- Monte Carlo with determinantal point processes
- Second-order asymptotic theory for calibration estimators in sampling and missing-data problems
- Control Variates for Monte Carlo Analysis of Nonlinear Statistical Models, I: Overview
- On multilevel best linear unbiased estimators
- Large deviation asymptotics and control variates for simulating large functions
- Monte Carlo integration with a growing number of control variates
- On some fields of research initiated by Academician I. N. Kovalenko
- Adaptive importance sampling and control variates
- Indirect inference for time series using the empirical characteristic function and control variates
- Mobility Estimation for Langevin Dynamics Using Control Variates
- A zero-estimator approach for estimating the signal level in a high-dimensional model-free setting
- Control variate method for stationary processes
- Correlations between random projections and the bivariate normal
- A splitting scheme for control variates
- Automatic control variates for option pricing using neural networks
- Pricing Options with Hybrid Stochastic Volatility Models
- Efficient evaluation of alternative reinsurance strategies using control variates
- A multi-fidelity ensemble Kalman filter with hyperreduced reduced-order models
- \(t\)-Copula generation for control variates
- Simulation-based optimal sensor scheduling with application to observer trajectory planning
- Control variate selection for Monte Carlo integration
- Improved estimators for semi-supervised high-dimensional regression model
- Adaptive simulation using perfect control variates
- A control variate method driven by diffusion approximation
- Expected shortfall computation with multiple control variates
- Polynomial chaos as a control variate method
- Extensions of the control variational method
- The optimal linear combination of control variates in the presence of asymptotically negligible bias
- Computable exponential bounds for screened estimation and simulation
- Multiscale variance reduction methods based on multiple control variates for kinetic equations with uncertainties
- Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates
- Preliminary control variates to improve empirical regression methods
- Control Variates for Quantile Estimation
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4549489)
