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Advantages of variance reduction techniques in establishing confidence intervals for quantiles.
Dave Grabaskas
Marvin K. Nakayama
Richard Denning
Tunc Aldemir
Published in:
Reliab. Eng. Syst. Saf. (2016)
Keyphrases
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variance reduction
confidence intervals
sample size
gradient estimation
monte carlo
markov chain
test set
importance sampling
roc curve
data distribution
model selection
machine learning
probability distribution
conditional probabilities