Search Results - subject:"Variance Reduction" - EconBiz

Variance-reduced risk inference in semi-supervised settings

Einmahl, John H. J.; Peng, Liang - 2024

Persistent link: https://www.econbiz.de/10015114538

Iterative learning control based on random variance reduction gradient method

Gao, Yihua; Shen, Dong; Qian, Jiaxi - In: Proceedings of the Second International Forum on …, (pp. 81-111). 2023

Persistent link: https://www.econbiz.de/10014321516

Implementation of variance reduction techniques applied to the pricing of investment certificates

Bottasso, Anna; Fusaro, Michelangelo; Giribone, Pier … - In: Risk management magazine 18 (2023) 1, pp. 19-42

techniques known in the literature as variance reduction methods. The most popular stochastic dynamics have been analyzed, like … the paper and they are characterized by different payoffs. The variance reduction techniques, implemented in different …

Persistent link: https://www.econbiz.de/10014327175

Variance reduction for risk measures with importance sampling in nested simulation

Xing, Yue; Sit, Tony; Wong, Hoi Ying - In: Quantitative finance 22 (2022) 4, pp. 657-673

Persistent link: https://www.econbiz.de/10013367849

Ensemble variance reduction methods for stochastic mixed-integer programming and their application to the stochastic facility location problem

Xu, Jiajun; Sen, Suvrajeet - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 2, pp. 587-599

Persistent link: https://www.econbiz.de/10014532313

Stochastic Gauss-Seidel type inertial proximal alternating linearized minimization and its application to proximal neural networks

Wang, Qingsong; Han, Deren - 2024

Persistent link: https://www.econbiz.de/10015125534

Indirect inference for time series using the empirical characteristic function and control variates

Davis, Richard A.; do Rêgo Sousa, Thiago; … - In: Journal of Time Series Analysis 42 (2021) 5-6, pp. 653-684

.i.d. simulated blocks. As a classical variance reduction technique, we propose the use of control variates for reducing the variance …

Persistent link: https://www.econbiz.de/10012621813

Extreme value statistics in semi-supervised models

Ahmed, Hanan; Einmahl, John H. J.; Chen Zhou - 2021

Persistent link: https://www.econbiz.de/10012439457

Variance reduction with array-RQMC for Tau-Leaping simulation of stochastic biological and chemical reaction networks

Puchhammer, Florian; Ben Abdellah, Amal; L'Ecuyer, Pierre - 2021

Persistent link: https://www.econbiz.de/10012599478

Improved regression inference using a second overlapping regression model

Peng, Liang; Einmahl, John H. J. - 2021

Persistent link: https://www.econbiz.de/10012653552

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