Variance reduction by means of deterministic computation: collision estimate
نویسندگان
چکیده
منابع مشابه
Variance reduction by means of deterministic computation: Collision estimate
In a recent paper, Heinrich (1995), a new variance reduction technique was introduced for the Monte Carlo solution of Fredholm integral equations. The idea, based on work in complexity theory, Heinrich and Mathé (1993), Heinrich (1994), consists in constructing a new equation sufficiently close to the original one and then applying standard schemes to both equations simultaneously. So the appro...
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2000
ISSN: 0378-3758
DOI: 10.1016/s0378-3758(99)00078-6