Control-variate methods for comparison with a standard

DOI10.1080/00949655.2010.499874MaRDI QIDQ5300766zbMATH OpenOpenAlexFDO

Authors Shing Chih Tsai

Publication date 28 June 2013

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2010.499874

zbMATH Keywords

simulationvariance reduction techniquescomparison with a standardoutput analysis

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Parametric tolerance and confidence regions (62F25)

Recommendations

• Controlled multistage selection procedures for comparison with a standard
• Comparison with a standard via fully sequential procedures
• Screening and selection procedures with control variates and correlation induction techniques
• Using Common Random Numbers and Control Variates in Multiple-Comparison Procedures
• Restricted Subset Selection Procedures for Simulation

Cites work

• A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
• A farewell to the use of antithetic variates in Monte Carlo simulation
• A sequential procedure for neighborhood selection-of-the-best in optimization via simulation
• Control Variate Remedies
• Control-Variate Models of Common Random Numbers for Multiple Comparisons with the Best
• Control-variate selection criteria
• On Selecting a Subset Which Contains All Populations Better Than a Standard
• On the Comparison of Several Experimental Categories with a Control
• Variance reduction in queueing simulation using generalized concomitant variables

Cited in

(8)

• Standardization and control for confounding in observational studies: a historical perspective
• Control-Variate Models of Common Random Numbers for Multiple Comparisons with the Best
• Control variates for screening, selection, and estimation of the best
• Equivalence of normal means compared with a control
• Comparison with a standard via all-pairwise comparisons
• Using Common Random Numbers and Control Variates in Multiple-Comparison Procedures
• Controlled multistage selection procedures for comparison with a standard
• Screening and selection procedures with control variates and correlation induction techniques

This page was built for publication: Control-variate methods for comparison with a standard

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5300766)