variance-reduction technique

  • 1Variance reduction — 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 …

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  • 2Reduction — Reduction, reduced, or reduce may refer to:cienceChemistry*Reduction – chemical reaction in which atoms have their oxidation number (oxidation state) changed. **Reduced gas – a gas with a low oxidation number **Ore reduction: see… …

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  • 3Nonlinear dimensionality reduction — High dimensional data, meaning data that requires more than two or three dimensions to represent, can be difficult to interpret. One approach to simplification is to assume that the data of interest lies on an embedded non linear manifold within… …

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  • 4Dimension reduction — For dimensional reduction in physics, see Dimensional reduction. In machine learning, dimension reduction is the process of reducing the number of random variables under consideration, and can be divided into feature selection and feature… …

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  • 5Importance sampling — In statistics, importance sampling is a general technique for estimating the properties of a particular distribution, while only having samples generated from a different distribution rather than the distribution of interest. Depending on the… …

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  • 6Control variates — 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.[1] Contents 1… …

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  • 7Monte Carlo method for photon transport — Modeling photon propagation with Monte Carlo methods is a flexible yet rigorous approach to simulate photon transport. In the method, local rules of photon transport are expressed as probability distributions which describe the step size of… …

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  • 8Monte Carlo methods in finance — Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average… …

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  • 9Projet:Mathématiques/Liste des articles de mathématiques — Cette page n est plus mise à jour depuis l arrêt de DumZiBoT. Pour demander sa remise en service, faire une requête sur WP:RBOT Cette page recense les articles relatifs aux mathématiques, qui sont liés aux portails de mathématiques, géométrie ou… …

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  • 10Liste des articles de mathematiques — Projet:Mathématiques/Liste des articles de mathématiques Cette page recense les articles relatifs aux mathématiques, qui sont liés aux portails de mathématiques, géométrie ou probabilités et statistiques via l un des trois bandeaux suivants  …

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