We study the links between the likelihood-ratio (LR) gradient-estimation technique (sometimes called the score-function (SF) method), and infinitesimal perturbation analysis (IPA). We show how IPA can be viewed as a (degenerate) special case of the LR and SF techniques by selecting an...

This is a review article on lattice methods for multiple integration over the unit hypercube, with a variance-reduction viewpoint. It also contains some new results and ideas. The aim is to examine the basic principles supporting these methods and how they can be used effectively for the...