Control-variate methods for comparison with a standard
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Publication:5300766
DOI10.1080/00949655.2010.499874zbMATH Open1431.65010OpenAlexW2107522046MaRDI QIDQ5300766FDOQ5300766
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
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
Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Parametric tolerance and confidence regions (62F25)
Cites Work
- A sequential procedure for neighborhood selection-of-the-best in optimization via simulation
- Control Variate Remedies
- A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
- Control-variate selection criteria
- Control-Variate Models of Common Random Numbers for Multiple Comparisons with the Best
- 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
- A farewell to the use of antithetic variates in Monte Carlo simulation
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
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