The following pages link to Control Variate Remedies (Q3357332):
Displaying 29 items.
- Selecting the best simulated system with weighted control-variate estimators (Q433634) (← links)
- Control variate method for stationary processes (Q738040) (← links)
- Controlled stratification for quantile estimation (Q999679) (← links)
- On control variate estimators (Q1093609) (← links)
- A cross-estimation technique for using control variables in stochastic simulations (Q1120938) (← links)
- A splitting scheme for control variates (Q1319671) (← links)
- Time-dependent queueing network approximations as simulation external control variates (Q1342088) (← links)
- Indirect inference and variance reduction using control variates (Q1606003) (← links)
- Static hedging of multivariate derivatives by simulation (Q1780760) (← links)
- Variance reduction for simulated diffusions using control variates extracted from state space evaluations (Q1861991) (← links)
- Opportunities of robust regression for variance reduction in discrete event simulation (Q1917911) (← links)
- A generalized approximate control variate framework for multifidelity uncertainty quantification (Q2123331) (← links)
- Large deviation asymptotics and control variates for simulating large functions (Q2494582) (← links)
- Avoiding extremes using partial control (Q2804533) (← links)
- Regression Sampling in Statistical Auditing: A Practical Survey and Evaluation (Q3201250) (← links)
- Variance Reduction Using Nonlinear Controls and Transformations (Q3471495) (← links)
- Control Variates for Quantile Estimation (Q3497037) (← links)
- The optimal linear combination of control variates in the presence of asymptotically negligible bias (Q3833405) (← links)
- Control-variate selection criteria (Q3989981) (← links)
- Variance reduction for quantile estimates in simulations via nonlinear controls (Q4019219) (← links)
- (Q4969241) (← links)
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (Q5031759) (← links)
- Ensemble Approximate Control Variate Estimators: Applications to MultiFidelity Importance Sampling (Q5052903) (← links)
- A Control Variate Approach Based on a Defect-Type Theory for Variance Reduction in Stochastic Homogenization (Q5266232) (← links)
- Control-variate methods for comparison with a standard (Q5300766) (← links)
- Preliminary control variates to improve empirical regression methods (Q5747002) (← links)
- Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates (Q6117013) (← links)
- Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework (Q6490771) (← links)
- Covariance expressions for multifidelity sampling with multioutput, multistatistic estimators: application to approximate control variates (Q6645128) (← links)
