Confidence intervals for quantiles when applying variance-reduction techniques.

Fang Chu Marvin K. Nakayama

Published in: ACM Trans. Model. Comput. Simul. (2012)

Keyphrases

variance reduction
confidence intervals
sample size
monte carlo
gradient estimation
test set
markov chain
importance sampling
conditional probabilities
worst case
roc curve
decision trees
state space
data distribution