Variance reduction with Monte Carlo estimates of error rates in multivariate classification

In this paper, control variates are proposed to speed up Monte Carlo simulations to estimate expected error rates in multivariate classification.

Year of publication:	1998
Authors:	Weihs, Claus ; Calzolari, Giorgio ; Roehl, Michael C.
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Classification \| control variates \| error rate \| Monte Carlo simulation \| variance reduction

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C63 - Computational Techniques
Source:	RePEc - Research Papers in Economics

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