Minimax number of strata for online stratified sampling: the case of noisy samples

DOI10.1016/j.tcs.2014.09.027zbMath1359.62033OpenAlexW2049507682MaRDI QIDQ465255

Rémi Munos, Alexandra Carpentier

Publication date: 31 October 2014

Published in: Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.tcs.2014.09.027

zbMATH Keywords

stratified samplingbandit theoryminimax optimal methods

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Minimax procedures in statistical decision theory (62C20) Monte Carlo methods (65C05)

Cites Work

• Unnamed Item
• On adaptive stratification
• Adaptive optimal allocation in stratified sampling methods
• Random rates in anisotropic regression. (With discussion)
• Confidence bands in density estimation
• Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options
• Minimax Number of Strata for Online Stratified Sampling Given Noisy Samples
• Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata
• Simulation and the Monte Carlo Method

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