Variance reduction techniques for Monte Carlo simulations. A parameterizable FPGA approach.

Pedro Echeverría Marisa López-Vallejo Jose María Pesquero

Published in: ICECS (2008)

Keyphrases

monte carlo simulation
variance reduction
monte carlo
importance sampling
markov chain
gradient estimation
random numbers
bias variance decomposition
quasi monte carlo
confidence intervals
trade off
particle filter
sample size
bayesian networks
markov chain monte carlo