Geometrical Bounds for Variance and Recentered Moments.
Tongseok LimRobert J. McCannPublished in: Math. Oper. Res. (2022)
Keyphrases
- variance reduction
- upper bound
- lower bound
- worst case
- upper and lower bounds
- standard deviation
- average case
- minimum variance
- error bounds
- tight bounds
- lower and upper bounds
- prediction error
- confidence bounds
- data sets
- invariant properties
- geometrical features
- moment invariants
- correlation coefficient
- monte carlo
- search algorithm
- genetic algorithm