The following pages link to On control variate estimators (Q1093609):
Displaying 27 items.
- Control variate method for stationary processes (Q738040) (← links)
- Synergistic modeling of call center operations (Q955448) (← 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)
- Convergence analysis of multifidelity Monte Carlo estimation (Q1651008) (← links)
- Combining multiple surrogate models to accelerate failure probability estimation with expensive high-fidelity models (Q1686574) (← links)
- Batch size effects on the efficiency of control variates in simulation (Q1822881) (← links)
- On the optimization of approximate control variates with parametrically defined estimators (Q2134796) (← links)
- Data-driven low-fidelity models for multi-fidelity Monte Carlo sampling in plasma micro-turbulence analysis (Q2134812) (← links)
- Multifidelity importance sampling (Q2414635) (← links)
- Optimal model management for multifidelity Monte Carlo estimation (Q2827043) (← links)
- Multifidelity approaches for optimization under uncertainty (Q2952604) (← links)
- Control Variate Remedies (Q3357332) (← links)
- On controlling variates in network simulation (Q3471417) (← 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)
- Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization (Q4580293) (← links)
- A Bandit-Learning Approach to Multifidelity Approximation (Q5022495) (← links)
- Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models (Q5237167) (← links)
- (Q5298590) (← links)
- Control variates for monte carlo analysis of nonlinear statistical models, II: raw moments and variances (Q5751815) (← links)
- Automatic variance control and variance estimation loops (Q5957031) (← links)
- Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates (Q6117013) (← links)
- Generalized information reuse for optimization under uncertainty with non-sample average estimators (Q6555282) (← links)
