Relevant bibliographies by topics / Variance reduction / Journal articles

Journal articles on the topic 'Variance reduction'

To see the other types of publications on this topic, follow the link: Variance reduction.
Author: Grafiati
Published: 4 June 2021
Last updated: 7 September 2024

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 50 journal articles for your research on the topic 'Variance reduction.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.

1

James, B. A. P. "Variance Reduction Techniques." Journal of the Operational Research Society 36, no. 6 (June 1985): 525. http://dx.doi.org/10.2307/2582825.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Rouhani, Shahrokh. "Variance Reduction Analysis." Water Resources Research 21, no. 6 (June 1985): 837–46. http://dx.doi.org/10.1029/wr021i006p00837.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

James, B. A. P. "Variance Reduction Techniques." Journal of the Operational Research Society 36, no. 6 (June 1985): 525–30. http://dx.doi.org/10.1057/jors.1985.88.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Tjärnström, F., and L. Ljung. "L2 Model reduction and variance reduction." Automatica 38, no. 9 (September 2002): 1517–30. http://dx.doi.org/10.1016/s0005-1098(02)00066-3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Hwang, Chii-Ruey, Raoul Normand, and Sheng-Jhih Wu. "Variance reduction for diffusions." Stochastic Processes and their Applications 125, no. 9 (September 2015): 3522–40. http://dx.doi.org/10.1016/j.spa.2015.03.006.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Tjärnström, Fredrik, and Lennart Ljung. "L 2 Model Reduction and Variance Reduction." IFAC Proceedings Volumes 33, no. 15 (June 2000): 929–34. http://dx.doi.org/10.1016/s1474-6670(17)39872-5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Newton, Nigel J. "Variance Reduction for Simulated Diffusions." SIAM Journal on Applied Mathematics 54, no. 6 (December 1994): 1780–805. http://dx.doi.org/10.1137/s0036139992236220.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

L'Ecuyer, Pierre, and Christiane Lemieux. "Variance Reduction via Lattice Rules." Management Science 46, no. 9 (September 2000): 1214–35. http://dx.doi.org/10.1287/mnsc.46.9.1214.12231.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Berlinet, Alain. "A note on variance reduction." Statistics & Probability Letters 25, no. 4 (December 1995): 357–60. http://dx.doi.org/10.1016/0167-7152(94)00241-5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Lynch, Thomas B. "Variance Reduction for Sector Sampling." Forest Science 52, no. 3 (June 1, 2006): 251–61. http://dx.doi.org/10.1093/forestscience/52.3.251.

Full text
Abstract:
Abstract Variance reduction techniques used in Monte Carlo integration including control variates and importance sampling can use estimated or actual shapes of vegetated land areas to reduce the variance of estimators from sector sampling. The estimated shapes of forested areas could come from maps, aerial photos, or similar sources. Antithetic variates for variance reduction in Monte Carlo integration can be applied to sector sampling without using any estimated shape or map. Sector sampling selects as samples all trees or other vegetation of interest located in randomly chosen sectors that have a vertex at a common point located in the interior of a forested area. Each sector is associated with an angle of fixed magnitude emanating from the interior point. Sector orientation is based on a randomly selected azimuth originating at the interior point that is the vertex for each sector. This technique is well adapted to application on relatively small areas that have irregularly shaped boundaries. Sector sampling can be demonstrated to be unbiased. Unbiasedness holds with angle reduction for adjustment of sample size and with the variance reduction techniques that are proposed. The method is not restricted to application with trees because sector sampling methods could be applied just as well to other vegetation types or any other objects located in the land area of interest.
APA, Harvard, Vancouver, ISO, and other styles
11

Ross, Sheldon M. "Variance Reduction in Simulation via Random Hazards." Probability in the Engineering and Informational Sciences 4, no. 3 (July 1990): 229–309. http://dx.doi.org/10.1017/s0269964800001613.

Full text
Abstract:
The use of the total hazard variable in simulation is studied. When estimating the mean time until a certain event occurs, this variable can be a powerful variance-reducing control variate. When estimating a small probability, it can be utilized as a direct estimator. Applications to reliability, quality control, and queueing are given.
APA, Harvard, Vancouver, ISO, and other styles
12

Belomestny, D. V., L. S. Iosipoi, and N. K. Zhivotovskiy. "Variance Reduction in Monte Carlo Estimators via Empirical Variance Minimization." Doklady Mathematics 98, no. 2 (September 2018): 494–97. http://dx.doi.org/10.1134/s1064562418060261.

Full text
APA, Harvard, Vancouver, ISO, and other styles
13

Belomestny, D., L. Iosipoi, and N. Zhivotovskiy. "Variance Reduction for Monte Carlo Methods." Доклады академии наук 482, no. 6 (October 2018): 627–30. http://dx.doi.org/10.31857/s086956520002903-6.

Full text
APA, Harvard, Vancouver, ISO, and other styles
14

Avramidis, Athanassios N., and James R. Wilson. "Integrated Variance Reduction Strategies for Simulation." Operations Research 44, no. 2 (April 1996): 327–46. http://dx.doi.org/10.1287/opre.44.2.327.

Full text
APA, Harvard, Vancouver, ISO, and other styles
15

Wheway, Virginia. "Variance reduction trends on ‘boosted’ classifiers." Journal of Applied Mathematics and Decision Sciences 8, no. 3 (January 1, 2004): 141–54. http://dx.doi.org/10.1155/s1173912604000094.

Full text
Abstract:
Ensemble classification techniques such as bagging, (Breiman, 1996a), boosting (Freund & Schapire, 1997) and arcing algorithms (Breiman, 1997) have received much attention in recent literature. Such techniques have been shown to lead to reduced classification error on unseen cases. Even when the ensemble is trained well beyond zero training set error, the ensemble continues to exhibit improved classification error on unseen cases. Despite many studies and conjectures, the reasons behind this improved performance and understanding of the underlying probabilistic structures remain open and challenging problems. More recently, diagnostics such as edge and margin (Breiman, 1997; Freund & Schapire, 1997; Schapire et al., 1998) have been used to explain the improvements made when ensemble classifiers are built. This paper presents some interesting results from an empirical study performed on a set of representative datasets using the decision tree learner C4.5 (Quinlan, 1993). An exponential-like decay in the variance of the edge is observed as the number of boosting trials is increased. i.e. boosting appears to ‘homogenise’ the edge. Some initial theory is presented which indicates that a lack of correlation between the errors of individual classifiers is a key factor in this variance reduction.
APA, Harvard, Vancouver, ISO, and other styles
16

Cheng, Ming-Yen, and Liang Peng. "Variance Reduction in Multiparameter Likelihood Models." Journal of the American Statistical Association 102, no. 477 (March 2007): 293–304. http://dx.doi.org/10.1198/016214506000000807.

Full text
APA, Harvard, Vancouver, ISO, and other styles
17

Genuer, Robin. "Variance reduction in purely random forests." Journal of Nonparametric Statistics 24, no. 3 (September 2012): 543–62. http://dx.doi.org/10.1080/10485252.2012.677843.

Full text
APA, Harvard, Vancouver, ISO, and other styles
18

Aravkin, Aleksandr, and Damek Davis. "Trimmed Statistical Estimation via Variance Reduction." Mathematics of Operations Research 45, no. 1 (February 2020): 292–322. http://dx.doi.org/10.1287/moor.2019.0992.

Full text
APA, Harvard, Vancouver, ISO, and other styles
19

Badawi, R. D., M. P. Miller, D. L. Bailey, and P. K. Marsden. "Randoms variance reduction in 3D PET." Physics in Medicine and Biology 44, no. 4 (January 1, 1999): 941–54. http://dx.doi.org/10.1088/0031-9155/44/4/010.

Full text
APA, Harvard, Vancouver, ISO, and other styles
20

MacEachern, Steven N., and Mario Peruggia. "Subsampling the Gibbs sampler: variance reduction." Statistics & Probability Letters 47, no. 1 (March 2000): 91–98. http://dx.doi.org/10.1016/s0167-7152(99)00142-x.

Full text
APA, Harvard, Vancouver, ISO, and other styles
21

Duncan, A. B., T. Lelièvre, and G. A. Pavliotis. "Variance Reduction Using Nonreversible Langevin Samplers." Journal of Statistical Physics 163, no. 3 (March 22, 2016): 457–91. http://dx.doi.org/10.1007/s10955-016-1491-2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
22

Lu, Jianguo, and Hao Wang. "Variance reduction in large graph sampling." Information Processing & Management 50, no. 3 (May 2014): 476–91. http://dx.doi.org/10.1016/j.ipm.2014.02.003.

Full text
APA, Harvard, Vancouver, ISO, and other styles
23

Wheway, Virginia. "Variance Reduction Trends on "Boosted" Classifiers." Journal of Applied Mathematics and Decision Sciences 8, no. 3 (September 1, 2004): 141–54. http://dx.doi.org/10.1207/s15327612jamd0803_1.

Full text
APA, Harvard, Vancouver, ISO, and other styles
24

Eccleston, K. W., and C. K. Quek. "Reduction of microwave amplifier gain variance." Microwave and Optical Technology Letters 16, no. 3 (October 20, 1997): 145–49. http://dx.doi.org/10.1002/(sici)1098-2760(19971020)16:3<145::aid-mop6>3.0.co;2-m.

Full text
APA, Harvard, Vancouver, ISO, and other styles
25

Kher, Hemant V., and Lawrence D. Fredendall. "Comparing variance reduction to managing system variance in a job shop." Computers & Industrial Engineering 46, no. 1 (March 2004): 101–20. http://dx.doi.org/10.1016/j.cie.2003.11.002.

Full text
APA, Harvard, Vancouver, ISO, and other styles
26

Zhang, Jinjing, Fei Hu, Xiaofei Xu, and Li Li. "Stochastic gradient descent with variance reduction technique." Web Intelligence 16, no. 3 (September 11, 2018): 187–94. http://dx.doi.org/10.3233/web-180386.

Full text
APA, Harvard, Vancouver, ISO, and other styles
27

Wang, Jr-Yan. "Variance Reduction for Multivariate Monte Carlo Simulation." Journal of Derivatives 16, no. 1 (August 31, 2008): 7–28. http://dx.doi.org/10.3905/jod.2008.710895.

Full text
APA, Harvard, Vancouver, ISO, and other styles
28

Fox, Gordon A., and Bruce E. Kendall. "DEMOGRAPHIC STOCHASTICITY AND THE VARIANCE REDUCTION EFFECT." Ecology 83, no. 7 (July 2002): 1928–34. http://dx.doi.org/10.1890/0012-9658(2002)083[1928:dsatvr]2.0.co;2.

Full text
APA, Harvard, Vancouver, ISO, and other styles
29

Srikant, Rayadurgam, and Ward Whitt. "Variance Reduction in Simulations of Loss Models." Operations Research 47, no. 4 (August 1999): 509–23. http://dx.doi.org/10.1287/opre.47.4.509.

Full text
APA, Harvard, Vancouver, ISO, and other styles
30

Booth, Thomas E. "Ex Post Facto Monte Carlo Variance Reduction." Nuclear Science and Engineering 148, no. 3 (November 2004): 391–402. http://dx.doi.org/10.13182/nse04-a2465.

Full text
APA, Harvard, Vancouver, ISO, and other styles
31

Zhao, Junlong, Yuliang Yin, and Xingzhong Xu. "Penalized Weighted Variance Estimate for Dimension Reduction." Communications in Statistics - Theory and Methods 41, no. 3 (February 2012): 453–73. http://dx.doi.org/10.1080/03610926.2010.526746.

Full text
APA, Harvard, Vancouver, ISO, and other styles
32

Lewis, Peter A. W., Richard L. Ressler, and R. Kevin Wood. "Variance Reduction Using Nonlinear Controls and Transformations." Communications in Statistics - Simulation and Computation 18, no. 2 (January 1989): 655–72. http://dx.doi.org/10.1080/03610918908812783.

Full text
APA, Harvard, Vancouver, ISO, and other styles
33

METH, BRACHA. "Reduction of Outcome Variance: Optimality and Incentives." Contemporary Accounting Research 13, no. 1 (March 1996): 309–28. http://dx.doi.org/10.1111/j.1911-3846.1996.tb00502.x.

Full text
APA, Harvard, Vancouver, ISO, and other styles
34

Bermin, Hans-Peter, Arturo Kohatsu-Higa, and Miquel Montero. "Local Vega Index and Variance Reduction Methods." Mathematical Finance 13, no. 1 (January 2003): 85–97. http://dx.doi.org/10.1111/1467-9965.00007.

Full text
APA, Harvard, Vancouver, ISO, and other styles
35

Bonvin, John, and Marco Picasso. "Variance reduction methods for CONNFFESSIT-like simulations." Journal of Non-Newtonian Fluid Mechanics 84, no. 2-3 (August 1999): 191–215. http://dx.doi.org/10.1016/s0377-0257(98)00179-7.

Full text
APA, Harvard, Vancouver, ISO, and other styles
36

Bottarelli, Lorenzo, and Marco Loog. "Gaussian process variance reduction by location selection." Pattern Recognition Letters 125 (July 2019): 727–34. http://dx.doi.org/10.1016/j.patrec.2019.07.013.

Full text
APA, Harvard, Vancouver, ISO, and other styles
37

Ross, Sheldon M. "Simulating Average Delay–Variance Reduction by Conditioning." Probability in the Engineering and Informational Sciences 2, no. 3 (July 1988): 309–12. http://dx.doi.org/10.1017/s0269964800000851.

Full text
Abstract:
An improved simulation estimator of the expected total delay of the first n customers in the systems GI/M/k and GI/G/I is obtained by replacing the (raw data) delay of customer i by its expected delay given the state of the system upon its arrival. It is improved in the sense that the sum of the first n such values has the same mean and smaller variance than the usual (raw) estimator. The only constraint on the arrival process is that it be independent of the process of service times.
APA, Harvard, Vancouver, ISO, and other styles
38

Ross, Sheldon M., and Kyle Y. Lin. "APPLYING VARIANCE REDUCTION IDEAS IN QUEUING SIMULATIONS." Probability in the Engineering and Informational Sciences 15, no. 4 (October 2001): 481–94. http://dx.doi.org/10.1017/s0269964801154045.

Full text
Abstract:
Variance reduction techniques are often underused in simulation studies. In this article, we indicate how certain ones can be efficiently employed when analyzing queuing models. The first technique considered is that of dynamic stratified sampling; the second is the utilization of multiple control variates; the third concerns the replacement of random variables by their conditional expectations when trying to estimate the expected value of a sum of random variables.
APA, Harvard, Vancouver, ISO, and other styles
39

Wu, Zeyun, and Hany S. Abdel-Khalik. "Hybrid biasing approaches for global variance reduction." Applied Radiation and Isotopes 72 (February 2013): 83–88. http://dx.doi.org/10.1016/j.apradiso.2012.09.026.

Full text
APA, Harvard, Vancouver, ISO, and other styles
40

Tayalı, Halit Alper, and Seda Tolun. "Dimension reduction in mean-variance portfolio optimization." Expert Systems with Applications 92 (February 2018): 161–69. http://dx.doi.org/10.1016/j.eswa.2017.09.009.

Full text
APA, Harvard, Vancouver, ISO, and other styles
41

Zhao, JunLong, and XingZhong Xu. "Dimension reduction based on weighted variance estimate." Science in China Series A: Mathematics 52, no. 3 (December 5, 2008): 539–60. http://dx.doi.org/10.1007/s11425-008-0130-z.

Full text
APA, Harvard, Vancouver, ISO, and other styles
42

Shih, Neng-Hui, and Wheyming Tina Song. "Correlation-inducing variance reduction in regenerative simulation." Operations Research Letters 19, no. 1 (July 1996): 17–23. http://dx.doi.org/10.1016/0167-6377(96)00020-x.

Full text
APA, Harvard, Vancouver, ISO, and other styles
43

Jin, Xiao-Bo, Xu-Yao Zhang, Kaizhu Huang, and Guang-Gang Geng. "Stochastic Conjugate Gradient Algorithm With Variance Reduction." IEEE Transactions on Neural Networks and Learning Systems 30, no. 5 (May 2019): 1360–69. http://dx.doi.org/10.1109/tnnls.2018.2868835.

Full text
APA, Harvard, Vancouver, ISO, and other styles
44

Berger, Daniel S., Sebastian Henningsen, Florin Ciucu, and Jens B. Schmitt. "Maximizing Cache Hit Ratios by Variance Reduction." ACM SIGMETRICS Performance Evaluation Review 43, no. 2 (September 16, 2015): 57–59. http://dx.doi.org/10.1145/2825236.2825259.

Full text
APA, Harvard, Vancouver, ISO, and other styles
45

Zou, Gang, and Robert D. Skeel. "Robust Variance Reduction for Random Walk Methods." SIAM Journal on Scientific Computing 25, no. 6 (January 2004): 1964–81. http://dx.doi.org/10.1137/s1064827503424025.

Full text
APA, Harvard, Vancouver, ISO, and other styles
46

Fu, Gongkang. "Variance reduction by truncated multimodal importance sampling." Structural Safety 13, no. 4 (April 1994): 267–83. http://dx.doi.org/10.1016/0167-4730(94)90033-7.

Full text
APA, Harvard, Vancouver, ISO, and other styles
47

Ibrahim, Mohamed-Hamza, and Rokia Missaoui. "Approximating concept stability using variance reduction techniques." Discrete Applied Mathematics 273 (February 2020): 117–35. http://dx.doi.org/10.1016/j.dam.2019.03.002.

Full text
APA, Harvard, Vancouver, ISO, and other styles
48

Belomestny, Denis, Stefan Häfner, Tigran Nagapetyan, and Mikhail Urusov. "Variance reduction for discretised diffusions via regression." Journal of Mathematical Analysis and Applications 458, no. 1 (February 2018): 393–418. http://dx.doi.org/10.1016/j.jmaa.2017.09.002.

Full text
APA, Harvard, Vancouver, ISO, and other styles
49

Ding, Ying. "Variance Reduction Techniques Based on Binary Option Pricing." Highlights in Science, Engineering and Technology 49 (May 21, 2023): 348–55. http://dx.doi.org/10.54097/hset.v49i.8532.

Full text
Abstract:
Aiming at the binary option pricing model, control variates and antithetic variates methods are focused on comparing the reasons and influencing factors for the difference of variance reduction effect between them. By adjusting the independent variable of the control variates method and the range of binary options indication function, and by sensitivity analysis of four parameters of the pricing model, the study finds a way to improve the variance reduction ability. Through the detailed mathematical derivation of the antithetic variates method to confirm the law of the 4 parameters in the Black-Scholes model and the binary option price found by the former. And construct more accurate theoretical values to provide better direction for setting options prices in the real world.
APA, Harvard, Vancouver, ISO, and other styles
50

Boire, François-Michel, R. Mark Reesor, and Lars Stentoft. "Efficient Variance Reduction for American Call Options Using Symmetry Arguments." Journal of Risk and Financial Management 14, no. 11 (October 20, 2021): 504. http://dx.doi.org/10.3390/jrfm14110504.

Full text
Abstract:
Recently it was shown that the estimated American call prices obtained with regression and simulation based methods can be significantly improved on by using put-call symmetry. This paper extends these results and demonstrates that it is also possible to significantly reduce the variance of the estimated call price by applying variance reduction techniques to corresponding symmetric put options. First, by comparing performance for pairs of call and (symmetric) put options for which the solution coincides, our results show that efficiency gains from variance reduction methods are different for calls and symmetric puts. Second, control variates should always be used and is the most efficient method. Furthermore, since control variates is more effective for puts than calls, and since symmetric pricing already offers some variance reduction, we demonstrate that drastic reductions in the standard deviation of the estimated call price is obtained by combining all three variance reduction techniques in a symmetric pricing approach. This reduces the standard deviation by a factor of over 20 for long maturity call options on highly volatile assets. Finally, we show that our findings are not particular to using in-sample pricing but also hold when using an out-of-sample pricing approach.
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the bibliographies on the topic 'Variance reduction' for other source types:
Dissertations / Theses Books
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography