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.

Type of publication:	Book / Working Paper
Language:	English
Notes:	Weihs, Claus and Calzolari, Giorgio and Roehl, Michael C. (1998): Variance reduction with Monte Carlo estimates of error rates in multivariate classification. Published in: Technical Report 44/1999 No. Universitaet Dortmund, SFB 475 (August 1999): pp. 1-12.
Classification:	C63 - Computational Techniques
Source:	BASE

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