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Conditioning for variance reduction in estimating the sensitivity of simulations - MaRDI portal

Conditioning for variance reduction in estimating the sensitivity of simulations (Q1207843)

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scientific article; zbMATH DE number 165334
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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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