Minimax number of strata for online stratified sampling: the case of noisy samples
From MaRDI portal
Publication:465255
DOI10.1016/j.tcs.2014.09.027zbMath1359.62033OpenAlexW2049507682MaRDI QIDQ465255
Rémi Munos, Alexandra Carpentier
Publication date: 31 October 2014
Published in: Theoretical Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.tcs.2014.09.027
Sampling theory, sample surveys (62D05) Minimax procedures in statistical decision theory (62C20) Monte Carlo methods (65C05)
Cites Work
- Unnamed Item
- On adaptive stratification
- Adaptive optimal allocation in stratified sampling methods
- Random rates in anisotropic regression. (With discussion)
- Confidence bands in density estimation
- Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options
- Minimax Number of Strata for Online Stratified Sampling Given Noisy Samples
- Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata
- Simulation and the Monte Carlo Method
This page was built for publication: Minimax number of strata for online stratified sampling: the case of noisy samples