Conditioning for variance reduction in estimating the sensitivity of simulations (Q1207843)
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scientific article; zbMATH DE number 165334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditioning for variance reduction in estimating the sensitivity of simulations |
scientific article; zbMATH DE number 165334 |
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Conditioning for variance reduction in estimating the sensitivity of simulations (English)
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16 May 1993
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score function method
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Monte Carlo methods
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discrete even static system
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likelihood ratio
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