Variance reduction with Monte Carlo estimates of error rates in multivariate classification
AbstractIn this paper, control variates are proposed to speed up Monte Carlo simulations to estimate expected error rates in multivariate classification.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 24425.
Date of creation: 1998
Date of revision:
Classification; control variates; error rate; Monte Carlo simulation; variance reduction;
Other versions of this item:
- Weihs, Claus & Calzolari, Giorgio & Röhl, Michael C., 1999. "Variance reduction with Monte Carlo estimates of error rates in multivariate classification," Technical Reports 1999,44, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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