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Variance reduction in mean time to failure simulations.
Perwez Shahabuddin
Victor F. Nicola
Philip Heidelberger
Ambuj Goyal
Peter W. Glynn
Published in:
WSC (1988)
Keyphrases
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variance reduction
sample size
gradient estimation
monte carlo
random numbers
bias variance decomposition
importance sampling
quasi monte carlo
confidence intervals
naive bayes classifier
probabilistic model