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Control variate selection for Monte Carlo integration

Control variate selection for Monte Carlo integration

26 June 2019
Rémi Leluc
François Portier
Johan Segers
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Papers citing "Control variate selection for Monte Carlo integration"

2 / 2 papers shown
Title
Speeding up Monte Carlo Integration: Control Neighbors for Optimal
  Convergence
Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence
Rémi Leluc
Franccois Portier
Johan Segers
Aigerim Zhuman
22
7
0
10 May 2023
Monte Carlo integration with a growing number of control variates
Monte Carlo integration with a growing number of control variates
François Portier
Johan Segers
20
27
0
05 Jan 2018
1