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:	1999
Authors:	Weihs, Claus ; Calzolari, Giorgio ; Röhl, Michael C.
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	classification \| control variates \| error rate \| Monte Carlo Simulation \| variance reduction

Series:	Technical Report ; 1999,44
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	767143744 [GVK] hdl:10419/77195 [Handle] RePEc:zbw:sfb475:199944 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010316538