Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata (Q4635148)
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scientific article; zbMATH DE number 6859934
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata |
scientific article; zbMATH DE number 6859934 |
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Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata (English)
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16 April 2018
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Brownian bridge
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Poisson stratification
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control variates
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importance sampling
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stochastic approximation algorithm
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stratified sampling
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variance reduction
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