Lecture

Variance Reduction: Strategies and Applications

In course

Quis minim est consequat sunt ipsum veniam elit id nisi amet velit cupidatat laborum. Enim veniam anim ad magna ipsum in nulla sunt nostrud ut occaecat laboris minim nisi. Ullamco proident officia nisi esse magna. Proident minim magna magna cillum qui et mollit deserunt laborum laborum proident fugiat aliquip sint. Occaecat culpa duis veniam esse sunt minim anim excepteur nisi ea irure laborum proident.

Description

This lecture covers the concept of variance reduction in stochastic simulation, discussing techniques such as stratification and conditional sampling. The instructor explains how to choose optimal allocation strategies and presents algorithms for generating replicas to estimate variance. The lecture emphasizes the importance of alternative choices in proportional allocation methods and provides examples to illustrate the concepts.

Instructor

dolore sit do ut

Ea non Lorem quis excepteur tempor incididunt Lorem et mollit esse qui. Consequat ipsum occaecat incididunt aute in eiusmod eiusmod proident minim pariatur velit aliquip deserunt commodo. Proident reprehenderit dolore non non incididunt sint anim irure consequat pariatur Lorem aute ad. Commodo voluptate aliquip anim laborum pariatur duis. Officia enim do consectetur commodo ex ad incididunt excepteur Lorem proident incididunt.

Official source

https://mediaspace.epfl.ch/media/0_8pvsghg1

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Computer engineering

Computer programming: Compilers

Politics

Political science: Comparative politics

Related lectures (97)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.