Minimax number of strata for online stratified sampling: the case of noisy samples
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Publication:465255
DOI10.1016/J.TCS.2014.09.027zbMATH Open1359.62033OpenAlexW2049507682MaRDI QIDQ465255FDOQ465255
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
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Cites Work
- Confidence bands in density estimation
- Title not available (Why is that?)
- Simulation and the Monte Carlo Method
- Asymptotically optimal importance sampling and stratification for pricing path-dependent options
- Random rates in anisotropic regression. (With discussion)
- Minimax number of strata for online stratified sampling given noisy samples
- Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata
- On adaptive stratification
- Adaptive optimal allocation in stratified sampling methods
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