Dynamic Finite-Budget Allocation of Stratified Sampling with Adaptive Variance Reduction by Strata-Reference-Cited by-同舟云学术

Dynamic Finite-Budget Allocation of Stratified Sampling with Adaptive Variance Reduction by Strata

Published:2023-04-28 Issue:2 Volume:45 Page:A898-A932
ISSN:1064-8275
Container-title:SIAM Journal on Scientific Computing
language:en
Short-container-title:SIAM J. Sci. Comput.

Author:

Song Chenxiao¹^ORCID,Kawai Reiichiro²^ORCID

Affiliation:

1. School of Mathematics and Statistics, The University of Sydney, NSW 2006, Australia.

2. Graduate School of Arts and Sciences/Mathematics and Informatics Center, The University of Tokyo, Tokyo 153-8902, Japan, and School of Mathematics and Statistics, The University of Sydney, NSW 2006, Australia.

Funder

JSPS Grants-in-Aid for Scientific Research

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Computational Mathematics

Reference28 articles.

1. An adaptive Monte Carlo integration algorithm with general division approach

2. Adaptative Monte Carlo Method, A Variance Reduction Technique

3. Advances in Neural Information Processing Systems (NIPS) 24;Carpentier A.,2011

4. Advances in Neural Information Processing Systems (NIPS) 25;Carpentier A.,2012

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