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A Review of Control Variates in Simulation

Johann Markus Schauerhuber
epubli
10 € · Heft

Control Variates R Simulation Variance Reduction

This paper provides a review and practical assessment of the Control variates method, a variance reduction technique widely employed in Monte Carlo simulation and discusses its theoretical underpinnings, benefits, limitations, assumptions, and mathematical framework. Additionally, this paper exposes...

Monte Carlo and Quasi-Monte Carlo Methods

Springer International Publishing
192.59 € · Hardcover

Monte Carlo quasi-Monte Carlo MCQMC variance reduction Low-discrepancy sequences randomized algorithms sampling neural networks stochastic simulation control variates density estimation quasi-Monte Carlo software light transport simulation Markov chain Monte Carlo (MCMC)

This volume presents the revised papers of the 14th International Conference in Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2020, which took place online during August 10-14, 2020. This book is an excellent reference resource for theoreticians and practitioners inte...

Monte Carlo and Quasi-Monte Carlo Methods

Springer International Publishing
181.89 € · eBook

Monte Carlo quasi-Monte Carlo MCQMC variance reduction Low-discrepancy sequences randomized algorithms sampling neural networks stochastic simulation control variates density estimation quasi-Monte Carlo software light transport simulation Markov chain Monte Carlo (MCMC)

This volume presents the revised papers of the 14th International Conference in Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2020, which took place online during August 10-14, 2020. This book is an excellent reference resource for theoreticians and practitioners inte...

Monte Carlo and Quasi-Monte Carlo Methods

Springer International Publishing
192.59 € · Paperback

Monte Carlo quasi-Monte Carlo MCQMC variance reduction Low-discrepancy sequences randomized algorithms sampling neural networks stochastic simulation control variates density estimation quasi-Monte Carlo software light transport simulation Markov chain Monte Carlo (MCMC)

This volume presents the revised papers of the 14th International Conference in Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2020, which took place online during August 10-14, 2020. This book is an excellent reference resource for theoreticians and practitioners inte...

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