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Variance reduction in mean time to failure simulations.

Perwez ShahabuddinVictor F. NicolaPhilip HeidelbergerAmbuj GoyalPeter W. Glynn
Published in: WSC (1988)
Keyphrases
  • 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