Bounds on non-linear errors for variance computation with stochastic rounding.

El-Mehdi El Arar Devan Sohier Pablo de Oliveira Castro Eric Petit

Published in: CoRR (2023)

Keyphrases

variance reduction
upper bound
stage stochastic programs
prediction error
monte carlo
approximation algorithms
linear programming
lower bound
efficient computation
residual error
worst case
neural network
average case
stochastic model
genetic algorithm
chance constraints
machine learning