Sharpening comparisons via Gaussian copulas and semidefinite programming

DOI10.1145/2379810.2379815zbMATH Open1384.62181OpenAlexW2048065023MaRDI QIDQ4635202FDOQ4635202

Authors: Shane G. Henderson, Samuel M. T. Ehrlichman 

Publication date: 16 April 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2379810.2379815

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zbMATH Keywords

variance reductioncoupling theoryselection of the bestjoint distributions of two random variables

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Measures of association (correlation, canonical correlation, etc.) (62H20) Semidefinite programming (90C22)

Cited In (1)

• Estimation from pairwise comparisons: sharp minimax bounds with topology dependence

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