Preliminary control variates to improve empirical regression methods
نویسندگان
چکیده
We design a variance reduction method to reduce the estimation error in regression problems. It is based on an appropriate use of other known regression functions. Theoretical estimates are supporting this improvement and numerical experiments are illustrating the efficiency of the method.
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ورودعنوان ژورنال:
- Monte Carlo Meth. and Appl.
دوره 19 شماره
صفحات -
تاریخ انتشار 2013