Confidence Intervals for Randomized Quasi-Monte Carlo Estimators.

Pierre L'Ecuyer Marvin K. Nakayama Art B. Owen Bruno Tuffin

Published in: WSC (2023)

Keyphrases

quasi monte carlo
confidence intervals
variance reduction
monte carlo
sample size
markov chain
stochastic systems
particle filter
limit theorems
test set
stopping rules
model selection
text mining
roc curve
information retrieval
conditional probabilities
upper bound
np hard
search space