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The Use of Variance Reduction Techniques in the Estimation of Simulation Metamodels.

Joan M. Donohue
Published in: WSC (1995)
Keyphrases
  • variance reduction
  • gradient estimation
  • importance sampling
  • monte carlo
  • sample size
  • bias variance decomposition
  • quasi monte carlo
  • random numbers
  • feature space
  • trade off
  • markov random field
  • cross validation