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Reducing variance using iterated control variates

Sylvain Maire 1, 2
1 TOSCA
INRIA Lorraine, CRISAM - Inria Sophia Antipolis - Méditerranée , UHP - Université Henri Poincaré - Nancy 1, Université Nancy 2, INPL - Institut National Polytechnique de Lorraine, CNRS - Centre National de la Recherche Scientifique : UMR7502
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https://hal-amu.archives-ouvertes.fr/hal-01479850
Contributor : William Domingues Vinhas <>
Submitted on : Tuesday, February 28, 2017 - 10:25:14 PM
Last modification on : Tuesday, July 23, 2019 - 11:36:03 AM

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  • HAL Id : hal-01479850, version 1

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Sylvain Maire. Reducing variance using iterated control variates. Journal of Statistical Computation and Simulation, Taylor & Francis, 2003, 73 (1), pp.1-29. ⟨hal-01479850⟩

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