Arbeitspapier
Variance reduction with Monte Carlo estimates of error rates in multivariate classification
In this paper, control variates are proposed to speed up Monte Carlo Simulations to estimate expected error rates in multivariate classification.
- Language
-
Englisch
- Bibliographic citation
-
Series: Technical Report ; No. 1999,44
- Subject
-
classification
control variates
error rate
Monte Carlo Simulation
variance reduction
- Event
-
Geistige Schöpfung
- (who)
-
Weihs, Claus
Calzolari, Giorgio
Röhl, Michael C.
- Event
-
Veröffentlichung
- (who)
-
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (where)
-
Dortmund
- (when)
-
1999
- Handle
- Last update
- 10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Weihs, Claus
- Calzolari, Giorgio
- Röhl, Michael C.
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Time of origin
- 1999
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Error Estimates for Adaptive Spectral Decompositions
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Error estimates for multivariate regression on discretized function spaces
Direct minimization of error rates in multivariate classification
Direct Minimization of Error Rates in Multivariate Classification
Multivariate variance ratio statistics
Monitoring multivariate variance changes
Variance Estimates and Model Selection
Regression Calibration with Heteroscedastic Error Variance
Infinite-Variance Error Structure in Finance and Economics
Error Estimates for Adaptive Spectral Decompositions
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