On Negatively Dependent Sampling Schemes, Variance Reduction, and Probabilistic Upper Discrepancy Bounds.
| Autor(en): | Gnewuch, Michael Wnuk, Marcin Hebbinghaus, Nils |
Stichwörter: | Variance (accounting); Monte Carlo method; Sampling (signal processing); Estimator; Probabilistic logic; Mathematics; Statistics; Upper and lower bounds; Computer science; Applied mathematics; Variance reduction; Reduction (mathematics); Combinatorics; Random variable; Importance sampling | Erscheinungsdatum: | 2019 | Journal: | arXiv: Numerical Analysis | DOI: | https://doi.org/10.1515/9783110652581-003 |
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geprüft am 15.05.2024
