The following pages link to On adaptive stratification (Q666354):
Displaying 10 items.
- Minimax number of strata for online stratified sampling: the case of noisy samples (Q465255) (← links)
- On adaptive stratification (Q666354) (← links)
- Adaptive optimal allocation in stratified sampling methods (Q708783) (← links)
- Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options (Q898624) (← links)
- Adaptive stratified Monte Carlo algorithm for numerical computation of integrals (Q1997373) (← links)
- Variance reduction for sequential sampling in stochastic programming (Q2241206) (← links)
- Control variates and conditional Monte Carlo for basket and Asian options (Q2443219) (← links)
- Sequential Monte Carlo Methods for Option Pricing (Q3168706) (← links)
- The Problem of Dimensionality in Stratified Sampling (Q4730605) (← links)
- Dynamic Finite-Budget Allocation of Stratified Sampling with Adaptive Variance Reduction by Strata (Q6039251) (← links)