A variance reduction method based on sensitivity derivatives

2006 ◽  
Vol 56 (6) ◽  
pp. 800-813 ◽  
Author(s):  
Yanzhao Cao ◽  
M.Y. Hussaini ◽  
T. Zang ◽  
A. Zatezalo
Keyword(s):  
Variance Reduction ◽  
Reduction Method ◽  
Sensitivity Derivatives

Variance reduction method based on sensitivity derivatives, Part 2

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Vol 74 ◽  
pp. 151-159 ◽  
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Keyword(s):  
Variance Reduction ◽  
Reduction Method ◽  
Sensitivity Derivatives

scholarly journals VR-SGD: A Simple Stochastic Variance Reduction Method for Machine Learning

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Hongying Liu ◽  
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Machine Learning ◽  
Variance Reduction ◽  
Reduction Method

scholarly journals Stratification as a General Variance Reduction Method for Markov Chain Monte Carlo

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Aaron R. Dinner ◽  
Erik H. Thiede ◽  
Brian Van Koten ◽  
Jonathan Weare
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Variance Reduction ◽  
Reduction Method

Global variance reduction method based on multi-group Monte Carlo adjoint calculation

2021 ◽  
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pp. 107958
Author(s):  
Tao Shi ◽  
Hui Li ◽  
Qianxue Ding ◽  
Mengqi Wang ◽  
Zheng Zheng ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Variance Reduction ◽  
Reduction Method ◽  
Global Variance Reduction
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