Constructing confidence intervals for a quantile using batching and sectioning when applying latin hypercube sampling.

Hui Dong Marvin K. Nakayama

Published in: WSC (2014)

Keyphrases

confidence intervals
latin hypercube sampling
sample size
stochastic systems
markov chain
test set
stopping rules
sufficiently small
search engine
feature selection
training set
monte carlo
variance reduction
limit theorems