Asymptotically optimal allocation of stratified sampling with adaptive variance reduction by strata.

Reiichiro Kawai

Published in: ACM Trans. Model. Comput. Simul. (2010)

Keyphrases

asymptotically optimal
variance reduction
stratified sampling
monte carlo
random sampling
sampling strategies
sample size
arrival rate
optimal policy
call center
training data
confidence intervals
support vector machine
cost sensitive
importance sampling