On the optimization of approximate control variates with parametrically defined estimators
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Publication:2134796
DOI10.1016/j.jcp.2021.110882OpenAlexW3111562146MaRDI QIDQ2134796
P. E. Leser, James E. Warner, W. P. Leser, G. F. Bomarito
Publication date: 3 May 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.02750
Parametric inference (62Fxx) Multivariate analysis (62Hxx) Probabilistic methods, stochastic differential equations (65Cxx)
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Cites Work
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