Sensitivity analysis and variance reduction in a stochastic non-destructive testing problem.
Rob H. De StaelenK. BeddekPublished in: Int. J. Comput. Math. (2015)
Keyphrases
- sensitivity analysis
- variance reduction
- monte carlo
- gradient estimation
- sample size
- managerial insights
- importance sampling
- bias variance decomposition
- influence diagrams
- variational inequalities
- quasi monte carlo
- naive bayes classifier
- decision variables
- text classification
- upper bound
- trade off
- markov chain
- worst case
- lower bound