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Integrated variance reduction strategies.

Athanassios N. AvramidisJames R. Wilson
Published in: WSC (1993)
Keyphrases
  • variance reduction
  • gradient estimation
  • monte carlo
  • random numbers
  • sample size
  • bias variance decomposition
  • importance sampling
  • quasi monte carlo
  • confidence intervals
  • naive bayes classifier
  • upper bound