ReplacingIDDQTesting: With Variance Reduction
β Scribed by C. Thibeault
- Book ID
- 110440404
- Publisher
- Springer US
- Year
- 2003
- Tongue
- English
- Weight
- 165 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0923-8174
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Estimation efficiency is an increasingly important issue in the design and analysis of large-scale simulation experiments. This paper surveys recent research on the major variance reduction techniques that have been developed for or adapted to Monte Carlo studies. Current unresolved problems and dir
Subsampling the output of a Gibbs sampler in a non-systematic fashion can improve the e ciency of marginal estimators if the subsampling strategy is tied to the actual updates made. We illustrate this point by example, approximation, and asymptotics. The results hold both for random-scan and ΓΏxed-sc