Batching Adaptive Variance Reduction
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Publication:6108736
DOI10.1145/3573386zbMath1515.65015OpenAlexW4311057999MaRDI QIDQ6108736
Reiichiro Kawai, Unnamed Author
Publication date: 26 July 2023
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/3573386
Monte Carlo methods (65C05) Stochastic approximation (62L20) Stochastic learning and adaptive control (93E35)
Related Items (2)
MONTE CARLO VARIANCE REDUCTION METHODS WITH APPLICATIONS IN STRUCTURAL RELIABILITY ANALYSIS ⋮ Sampling and change of measure for Monte Carlo integration on simplices
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