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Control variates
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1	Combined Screening and Selection of the Best with Control Variates Shing Chih Tsai, Barry L. Nelson and Jeremy Staum Abstract Nelson and Staum derived ranking-and-selection (R&S) procedures that employ control-variate (C Add to Reading List Source URL: users.iems.northwestern.edu Language: English - Date: 2008-04-14 10:43:58
2	Control Variates for Screening, Selection, and Estimation of the Best BARRY L. NELSON and JEREMY STAUM Northwestern University Ranking and selection procedures (R&S) were developed by statisticians to search for the bes Add to Reading List Source URL: users.iems.northwestern.edu Language: English - Date: 2005-11-22 23:42:08
3	Control Variates for Probability and Quantile Estimation Timothy C. Hesterberg j Barry L. Nelson MathSoft, 1700 Westlake Avenue N., Suite 500, Seattle, WashingtonDepartment of Industrial Engineering and Management Add to Reading List Source URL: users.iems.northwestern.edu Language: English - Date: 2007-06-06 12:36:32
4	Mathematics-in-Industry Case Studies Journal, Volume 2, ppOptimized Least-squares Monte Carlo for Measuring Counterparty Credit Exposure of American-style Options Kin Hung (Felix) Kan Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2015-03-23 09:45:54 Economics Mathematical finance Computational statistics Monte Carlo methods Econometrics Antithetic variates Control variates Futures contract Linear regression Statistics Financial economics Options
5	Baseline: Practical Control Variates for Agent Evaluation in Zero-Sum Domains Joshua Davidson, Christopher Archibald and Michael Bowling {joshuad, archibal, bowling}@ualberta.ca Department of Computing Science University Add to Reading List Source URL: poker.cs.ualberta.ca Language: English - Date: 2013-08-20 15:50:17 Variance reduction Statistical theory Computational statistics Antithetic variates Variance Estimator Control variates Efficiency Normal distribution Statistics Monte Carlo methods Estimation theory
6	PRACTICAL POLICY ITERATION: GENERIC METHODS FOR OBTAINING RAPID AND TIGHT BOUNDS FOR BERMUDAN EXOTIC DERIVATIVES USING MONTE CARLO SIMULATION CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce a set of improveme Add to Reading List Source URL: fbe.unimelb.edu.au Language: English - Date: 2013-08-05 02:12:16 Randomness Mathematical finance Options Investment Numerical analysis Interest rate derivative LIBOR market model Control variates Iteration Financial economics Mathematical sciences Applied mathematics
7	PDF Document Add to Reading List Source URL: jveness.info Language: English - Date: 2012-02-02 15:47:56 Randomness Variance reduction Computational statistics Antithetic variates Algebra of random variables Control variates Variance Normal distribution Random variate Statistics Probability and statistics Monte Carlo methods
8	INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING Int. J. Numer. Meth. Engng[removed]Published online in Wiley Online Library (wileyonlinelibrary.com). DOI: [removed]nme.4761 Multifidelity approaches for optimizat Add to Reading List Source URL: web.mit.edu Language: English - Date: 2014-10-06 09:25:07 Statistical inference Data analysis Statistical theory Estimator Variance Control variates Covariance Standard deviation Bias of an estimator Statistics Estimation theory Monte Carlo methods
9	Variance Reduction in Monte-Carlo Tree Search Joel Veness University of Alberta Marc Lanctot University of Alberta Add to Reading List Source URL: webdocs.cs.ualberta.ca Language: English - Date: 2012-03-21 23:53:44 Randomness Variance reduction Computational statistics Antithetic variates Algebra of random variables Control variates Variance Normal distribution Random variate Statistics Probability and statistics Monte Carlo methods
10	Lecture Notes on Monte Carlo Methods Fall Semester, 2005 Courant Institute of Mathematical Sciences, NYU Jonathan Goodman, [removed] Chapter 3: Variance Reduction. Add to Reading List Source URL: www.math.nyu.edu Language: English - Date: 2005-11-08 16:13:43 Monte Carlo methods Variance reduction Probability theory Data analysis Variance Importance sampling Covariance Control variates Central limit theorem Statistics Probability and statistics Mathematical analysis

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