Pages that link to "Item:Q1709870"
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The following pages link to Variance reduction in Monte Carlo estimators via empirical variance minimization (Q1709870):
Displaying 17 items.
- Variance reduction in Monte Carlo methods and optimization problems in \({\mathbb{R}}^ n\) (Q1081271) (← links)
- Bounding the variance in Monte Carlo experiments (Q1197912) (← links)
- Variance reduction order using good lattice points in Monte Carlo methods (Q1282166) (← links)
- A variance reducing multiplier for Monte Carlo integrations (Q1921104) (← links)
- Monte Carlo transition dynamics and variance reduction (Q1976752) (← links)
- Product-form estimators: exploiting independence to scale up Monte Carlo (Q2066757) (← links)
- Variance reduction for Metropolis-Hastings samplers (Q2104009) (← links)
- Empirical variance minimization with applications in variance reduction and optimal control (Q2137023) (← links)
- On accelerating Monte Carlo integration using orthogonal projections (Q2152260) (← links)
- Variance reduction for Markov chains with application to MCMC (Q2195839) (← links)
- A Riemann-Stein kernel method (Q2676917) (← links)
- Variance reduction techniques for estimation of integrals over a set of branching trajectories (Q2940365) (← links)
- (Q3347246) (← links)
- Robust Variance Reduction for Random Walk Methods (Q4652302) (← links)
- Variance Reduction for Dependent Sequences with Applications to Stochastic Gradient MCMC (Q4995114) (← links)
- Unbiased Deep Solvers for Linear Parametric PDEs (Q5093244) (← links)
- Preliminary control variates to improve empirical regression methods (Q5747002) (← links)
