Pages that link to "Item:Q3745233"

The following pages link to Efficiency of Multivariate Control Variates in Monte Carlo Simulation (Q3745233):

Displaying 36 items.

• Exploiting multi-core architectures for reduced-variance estimation with intractable likelihoods (Q516453) (← links)
• Control variate method for stationary processes (Q738040) (← links)
• Parallel processors for planning under uncertainty (Q751510) (← links)
• Markov models for digraph panel data: Monte Carlo-based derivative estimation (Q1020109) (← links)
• The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling (Q1036465) (← links)
• The score function approach for sensitivity analysis of computer simulation models (Q1090473) (← links)
• A cross-estimation technique for using control variables in stochastic simulations (Q1120938) (← links)
• Sensitivity analysis and the ``what if'' problem in simulation analysis (Q1124234) (← links)
• Selecting control variates to estimate multiresponse simulation metamodels (Q1319549) (← links)
• Convergence rates for a class of estimators based on Stein's method (Q1740521) (← links)
• Initial data truncation for multivariate output of discrete-event simulation using the Kalman filter (Q1805488) (← links)
• Batch size effects on the efficiency of control variates in simulation (Q1822881) (← links)
• A generalized multi-fidelity simulation method using sparse polynomial chaos expansion (Q2033075) (← links)
• Control variate selection for Monte Carlo integration (Q2058787) (← links)
• A generalized approximate control variate framework for multifidelity uncertainty quantification (Q2123331) (← links)
• On the optimization of approximate control variates with parametrically defined estimators (Q2134796) (← links)
• Multilevel and multifidelity uncertainty quantification for cardiovascular hemodynamics (Q2184337) (← links)
• Common random numbers in multivariate simulations (Q2640337) (← links)
• Control Variate Remedies (Q3357332) (← links)
• Estimation of nonlinear simulation metamodels using control variates (Q3432660) (← links)
• On controlling variates in network simulation (Q3471417) (← links)
• Control Variates for Monte Carlo Analysis of Nonlinear Statistical Models, I: Overview (Q3471493) (← links)
• Variance Reduction Using Nonlinear Controls and Transformations (Q3471495) (← links)
• A perspective on variance reduction in dynamic simulation experiments (Q3763557) (← links)
• Using Control Variables to Improve the Efficiency of Percentile Estimation in Stochastic Simulation (Q3823785) (← links)
• Monte Carlo, Control Variates, and Stochastic Ordering (Q3830350) (← links)
• The optimal linear combination of control variates in the presence of asymptotically negligible bias (Q3833405) (← links)
• Variance reduction for quantile estimates in simulations via nonlinear controls (Q4019219) (← links)
• Equivariant estimation of a normal mean vector using a normal concomitant vector for covariance adjustment (Q4275153) (← links)
• Improved point and confidence interval estimators of mean response in simulation when control variates are used (Q4275715) (← links)
• A Multifidelity Ensemble Kalman Filter with Reduced Order Control Variates (Q4997361) (← links)
• Likelihood Ratio Gradient Estimation for Steady-State Parameters (Q5113892) (← links)
• Number of Replications Required in Control Chart Monte Carlo Simulation Studies (Q5436424) (← links)
• Control variates for monte carlo analysis of nonlinear statistical models, II: raw moments and variances (Q5751815) (← links)
• Value function gradient learning for large-scale multistage stochastic programming problems (Q6167416) (← links)
• Covariance expressions for multifidelity sampling with multioutput, multistatistic estimators: application to approximate control variates (Q6645128) (← links)