Pages that link to "Item:Q4635148"
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The following pages link to Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata (Q4635148):
Displaying 16 items.
- Minimax number of strata for online stratified sampling: the case of noisy samples (Q465255) (← links)
- Adaptive importance sampling Monte Carlo simulation for general multivariate probability laws (Q515795) (← links)
- The efficiency of variance reduction in manufacturing and service systems: the comparison of the control variates and stratified sampling (Q1036465) (← links)
- \(L_ 1\)-norm and other methods for sample allocation in multivariate stratified surveys (Q1091688) (← links)
- On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes (Q1785463) (← links)
- Adaptive stratified Monte Carlo algorithm for numerical computation of integrals (Q1997373) (← links)
- Adaptive importance sampling and control variates (Q2009326) (← links)
- Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
- (Q4311600) (← links)
- Optimum Allocation of Stratified Random Samples Designed for Multiple Mean Estimates and Multiple Observed Variables (Q4420240) (← links)
- Optimizing Adaptive Importance Sampling by Stochastic Approximation (Q4584930) (← links)
- On kernel density estimation based on different stratified sampling with optimal allocation (Q4595883) (← links)
- On Monte Carlo and Quasi-Monte Carlo Methods for Series Representation of Infinitely Divisible Laws (Q5326124) (← links)
- Acceleration on Adaptive Importance Sampling with Sample Average Approximation (Q5350440) (← links)
- Dynamic Finite-Budget Allocation of Stratified Sampling with Adaptive Variance Reduction by Strata (Q6039251) (← links)
- Batching Adaptive Variance Reduction (Q6108736) (← links)
