Pages that link to "Item:Q3357509"

The following pages link to A Unified View of the IPA, SF, and LR Gradient Estimation Techniques (Q3357509):

Displaying 41 items.

• Estimating the density of a conditional expectation (Q262700) (← links)
• An adaptive zero-variance importance sampling approximation for static network dependability evaluation (Q336964) (← links)
• On loss functions and ranking forecasting performances of multivariate volatility models (Q528161) (← links)
• Quasi-Monte Carlo sampling to improve the efficiency of Monte Carlo EM (Q957148) (← links)
• Monte Carlo methods for derivatives of options with discontinuous payoffs (Q1019974) (← links)
• On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method (Q1183687) (← links)
• Smoothing complements and randomized score functions (Q1207836) (← links)
• Convergence rates for steady-state derivative estimators (Q1207840) (← links)
• Decomposable score function estimators for sensitivity analysis and optimization of queueing networks (Q1207845) (← links)
• Sensitivity analysis of discrete event systems by the ''push out'' method (Q1207846) (← links)
• Optimization and sensitivity analysis of computer simulation models by the score function method (Q1266612) (← links)
• Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models (Q1314853) (← links)
• Optimal mean squared error analysis of the harmonic gradient estimators (Q1321487) (← links)
• Optimal load sharing in soft real-time systems using likelihood ratios (Q1335115) (← links)
• Time scale decomposition in production planning for unreliable flexible manufacturing systems (Q1388899) (← links)
• Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation (Q1745943) (← links)
• Optimization via simulation: A review (Q1805482) (← links)
• Second derivative estimation using harmonic analysis (Q1805492) (← links)
• Stochastic gradient-based time-cost tradeoffs in PERT networks using simulation (Q1805493) (← links)
• Comparison of gradient estimation techniques for queues with non- identical servers (Q1894743) (← links)
• Monte Carlo estimation of the density of the sum of dependent random variables (Q1997555) (← links)
• Quasi-Monte Carlo simulation for American option sensitivities (Q2146323) (← links)
• Obtaining sample path derivatives by source code instrumentation (Q2563758) (← links)
• Fast Monte Carlo Greeks for financial products with discontinuous pay-offs (Q2847241) (← links)
• Efficient VaR and CVaR Measurement via Stochastic Kriging (Q2960358) (← links)
• (Q3386773) (← links)
• Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications (Q3516391) (← links)
• Optimal Partial Proxy Method for Computing Gammas of Financial Products with Discontinuous and Angular Payoffs (Q4682698) (← links)
• INVENTORY PROCESSES: QUASI-REGENERATIVE PROPERTY, PERFORMANCE EVALUATION, AND SENSITIVITY ESTIMATION VIA SIMULATION (Q4794303) (← links)
• A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters (Q4969338) (← links)
• A New Likelihood Ratio Method for Training Artificial Neural Networks (Q5084674) (← links)
• Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning (Q5087735) (← links)
• Likelihood Ratio Gradient Estimation for Steady-State Parameters (Q5113892) (← links)
• Faster Kriging: Facing High-Dimensional Simulators (Q5130493) (← links)
• Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities (Q5139810) (← links)
• Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems (Q5158921) (← links)
• SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS (Q5369445) (← links)
• An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations (Q5741177) (← links)
• Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance (Q5856682) (← links)
• Mini-batch stochastic approximation methods for nonconvex stochastic composite optimization (Q5962719) (← links)
• Cutting the double loop: theory and algorithms for reliability-based design optimization with parametric uncertainty (Q6555352) (← links)