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The control variates method is a variance reduction technique used in Monte Carlo methods. It exploits information about the errors in estimates of known quantities to reduce the error of an estimate of an unknown quantity.

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  • The control variates method is a variance reduction technique used in Monte Carlo methods. It exploits information about the errors in estimates of known quantities to reduce the error of an estimate of an unknown quantity. (en)
  • Pour la méthode de Monte-Carlo, une variable de contrôle peut être utilisée afin d'obtenir une réduction de la variance, en exploitant la corrélation entre plusieurs statistiques. (fr)
  • Control variates 방법은 분산 줄이기 방법의 일종으로서, 몬테 카를로 방법에서 사용된다. 모르는 값에 대한 추정의 정밀도를 높이기 위해 알고 있는 값에 대한 추정치를 사용한다. (ko)
  • 控制变量法(英語:control variates)是在蒙特卡洛方法中用于减少方差的一种技术方法。该方法通过对已知量的了解来减少对未知量估计的误差。 (zh)
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  • The control variates method is a variance reduction technique used in Monte Carlo methods. It exploits information about the errors in estimates of known quantities to reduce the error of an estimate of an unknown quantity. (en)
  • Pour la méthode de Monte-Carlo, une variable de contrôle peut être utilisée afin d'obtenir une réduction de la variance, en exploitant la corrélation entre plusieurs statistiques. (fr)
  • Control variates 방법은 분산 줄이기 방법의 일종으로서, 몬테 카를로 방법에서 사용된다. 모르는 값에 대한 추정의 정밀도를 높이기 위해 알고 있는 값에 대한 추정치를 사용한다. (ko)
  • 控制变量法(英語:control variates)是在蒙特卡洛方法中用于减少方差的一种技术方法。该方法通过对已知量的了解来减少对未知量估计的误差。 (zh)
rdfs:label
  • Control variates (en)
  • Variable de contrôle (fr)
  • 변량 조절 (ko)
  • 控制变量法 (zh)
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