✦ LIBER ✦

ANTITHETIC VARIATES FOR MONTE CARLO ESTIMATION OF PROBABILITIES

✍ Scribed by Tom A. B. Snijders

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Variance reduction in Monte-Carlo radiat

✍ P.K. Sarkar; M.A. Prasad 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 741 KB

Control variates for estimation based on

✍ Petros Dellaportas; Ioannis Kontoyiannis 📂 Article 📅 2011 🏛 Blackwell Publishing 🌐 English ⚖ 801 KB

Coupling control variates for Markov cha

✍ Jonathan B. Goodman; Kevin K. Lin 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 433 KB

Antithetic acceleration of Monte Carlo i

✍ John Geweke 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 946 KB

An algorithm for Monte Carlo estimation

✍ S. LIN; E. THOMPSON; E. WIJSMAN 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 851 KB

Rare-event probability estimation with c

✍ Joshua C. C. Chan; Dirk P. Kroese 📂 Article 📅 2009 🏛 Springer US 🌐 English ⚖ 642 KB