Variance reduction in Monte Carlo estimators via empirical variance minimization (Q1709870)
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scientific article; zbMATH DE number 7002202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance reduction in Monte Carlo estimators via empirical variance minimization |
scientific article; zbMATH DE number 7002202 |
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Variance reduction in Monte Carlo estimators via empirical variance minimization (English)
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15 January 2019
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variance minimization
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Monte Carlo estimators
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control functions
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