Control Variates as Screening Functions

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

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