نتایج جستجو برای: Variance reduction

تعداد نتایج: 591030  

Journal: :Journal of the Operational Research Society 1985

Journal: :ETS Research Bulletin Series 1973

2003
Norman Poh Hoon Thian Samy Bengio

2007
Arunabha Mukhopadhyay Samir Chatterjee Debashis Saha Ambuj Mahanti Samir K. Sadhukhan

2007
Katherine Bennett Ensor Peter W. Glynn

In this paper, we show how to exactly sample from the distribution of the maximum of a random walk with negative drift. We also explore related variance reduction methods.

2003
László Szécsi László Szirmay-Kalos Csaba Kelemen

Journal: :Stochastic Processes and their Applications 2015

Journal: :IFAC Proceedings Volumes 2000

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