The following pages link to (Q4549489):
Displayed 21 items.
- Second-order asymptotic theory for calibration estimators in sampling and missing-data problems (Q406543) (← links)
- Simulation-based optimal sensor scheduling with application to observer trajectory planning (Q883376) (← links)
- Computable exponential bounds for screened estimation and simulation (Q939078) (← links)
- Adaptive importance sampling and control variates (Q2009326) (← links)
- Correlations between random projections and the bivariate normal (Q2036781) (← links)
- Automatic control variates for option pricing using neural networks (Q2040464) (← links)
- Control variate selection for Monte Carlo integration (Q2058787) (← links)
- Improved estimators for semi-supervised high-dimensional regression model (Q2106769) (← links)
- Efficient evaluation of alternative reinsurance strategies using control variates (Q2157233) (← links)
- A multi-fidelity ensemble Kalman filter with hyperreduced reduced-order models (Q2160470) (← links)
- Monte Carlo with determinantal point processes (Q2180388) (← links)
- Expected shortfall computation with multiple control variates (Q2293929) (← links)
- Large deviation asymptotics and control variates for simulating large functions (Q2494582) (← links)
- Pricing Options with Hybrid Stochastic Volatility Models (Q2958817) (← links)
- On Multilevel Best Linear Unbiased Estimators (Q3296921) (← links)
- (Q4969241) (← links)
- Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
- Monte Carlo integration with a growing number of control variates (Q5205948) (← links)
- Multiscale Variance Reduction Methods Based on Multiple Control Variates for Kinetic Equations with Uncertainties (Q5222125) (← links)
- Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates (Q6117013) (← links)
- Mobility Estimation for Langevin Dynamics Using Control Variates (Q6178098) (← links)