Kyriazopoulou-Panagiotopoulou, S. and Kontoyiannis, I. and Meyn, S. P. (2010) Control Variates as Screening Functions. In: 3rd International ICST Conference on Performance Evaluation Methodologies and Tools.
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Abstract
Suppose that the mean μ = E[F(X)] of a given function F: ℝ → ℝ is to be estimated by the empirical average Sn: = 1/nΣi=1n F(Xi) of the values F(Xi), where X1,X2, ..., Xn are independent samples distributed like X. In cases when the mean v = E[U(X)] of a different function U: ℝ → ℝ is known, we intro
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 08:51 |
| Last Modified: | 18 Apr 2026 08:08 |
| URI: | http://eprints.eai.eu/id/eprint/1781 |
