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- Variance_reduction abstract "In mathematics, more specifically in the theory of Monte Carlo methods, variance reduction is a procedure used to increase the precision of the estimates that can be obtained for a given number of iterations. Every output random variable from the simulation is associated with a variance which limits the precision of the simulation results. In order to make a simulation statistically efficient, i.e., to obtain a greater precision and smaller confidence intervals for the output random variable of interest, variance reduction techniques can be used. The main ones are: Common random numbers, antithetic variates, control variates, importance sampling and stratified sampling. Under these headings are a variety of specialized techniques; for example, particle transport simulations make extensive use of "weight windows" and "splitting/Russian roulette" techniques, which are a form of importance sampling.".
- Variance_reduction thumbnail StratifiedPoints.gif?width=300.
- Variance_reduction wikiPageID "5187715".
- Variance_reduction wikiPageRevisionID "603333351".
- Variance_reduction hasPhotoCollection Variance_reduction.
- Variance_reduction subject Category:Monte_Carlo_methods.
- Variance_reduction subject Category:Variance_reduction.
- Variance_reduction type Ability105616246.
- Variance_reduction type Abstraction100002137.
- Variance_reduction type Cognition100023271.
- Variance_reduction type Know-how105616786.
- Variance_reduction type Method105660268.
- Variance_reduction type MonteCarloMethods.
- Variance_reduction type PsychologicalFeature100023100.
- Variance_reduction comment "In mathematics, more specifically in the theory of Monte Carlo methods, variance reduction is a procedure used to increase the precision of the estimates that can be obtained for a given number of iterations. Every output random variable from the simulation is associated with a variance which limits the precision of the simulation results.".
- Variance_reduction label "Réduction de la variance".
- Variance_reduction label "Variance reduction".
- Variance_reduction label "Varianzreduktion".
- Variance_reduction sameAs Varianzreduktion.
- Variance_reduction sameAs Réduction_de_la_variance.
- Variance_reduction sameAs m.0d6xh5.
- Variance_reduction sameAs Q3454689.
- Variance_reduction sameAs Q3454689.
- Variance_reduction sameAs Variance_reduction.
- Variance_reduction wasDerivedFrom Variance_reduction?oldid=603333351.
- Variance_reduction depiction StratifiedPoints.gif.
- Variance_reduction isPrimaryTopicOf Variance_reduction.
