Minimax number of strata for online stratified sampling: the case of noisy samples

DOI10.1016/J.TCS.2014.09.027MaRDI QIDQ465255zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

stratified samplingbandit theoryminimax optimal methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05) Minimax procedures in statistical decision theory (62C20)

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Cites work

• scientific article; zbMATH DE number 1999206 (Why is no real title available?)
• Adaptive optimal allocation in stratified sampling methods
• Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata
• Asymptotically optimal importance sampling and stratification for pricing path-dependent options
• Confidence bands in density estimation
• Minimax number of strata for online stratified sampling given noisy samples
• On adaptive stratification
• Random rates in anisotropic regression. (With discussion)
• Simulation and the Monte Carlo Method

Cited in

(3)

• Dynamic Finite-Budget Allocation of Stratified Sampling with Adaptive Variance Reduction by Strata
• Adaptive strategy for stratified Monte Carlo sampling
• Minimax number of strata for online stratified sampling given noisy samples

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