Lecture

Optimization and Simulation

Description

This lecture covers optimization and simulation techniques, focusing on variance reduction methods such as antithetic draws and control variates. Through examples, the instructor demonstrates how to use simulation to compute solutions and reduce variance in draws.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_p1yvnnlz

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Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

Data analysis: Regression analysis

Computer engineering

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