Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates (Q6117013)
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scientific article; zbMATH DE number 7727732
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates |
scientific article; zbMATH DE number 7727732 |
Statements
Efficient estimation of multiple expectations with the same sample by adaptive importance sampling and control variates (English)
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16 August 2023
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multiple expectation estimation
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importance sampling
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control variates
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variance reduction
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global sensitivity analysis
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