Stratified regression-based variance reduction approach for weak approximation schemes.
Denis BelomestnyStefan HäfnerMikhail UrusovPublished in: Math. Comput. Simul. (2018)
Keyphrases
- variance reduction
- approximation schemes
- approximation algorithms
- monte carlo
- sample size
- gradient estimation
- importance sampling
- numerical methods
- quasi monte carlo
- bias variance decomposition
- gaussian process
- naive bayes classifier
- confidence intervals
- model selection
- bin packing
- np hard
- machine learning
- naive bayes
- higher order
- worst case
- special case
- feature vectors