Variance reduction with Monte Carlo estimates of error rates in multivariate classification
In this paper, control variates are proposed to speed up Monte Carlo simulations to estimate expected error rates in multivariate classification.
|Date of creation:||1998|
|Date of revision:|
|Publication status:||Published in Technical Report 44/1999 Universitaet Dortmund, SFB 475 (1999): pp. 1-12|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
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