# Control variates

## Papers overview

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2017

2017

- ArXiv
- 2017

It is well known that Markov chain Monte Carlo (MCMC) methods scale poorly with dataset size. A popular class of methods forâ€¦Â (More)

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2009

2009

- 2009

Control variates are a popular technique for reducing the variance of Monte Carlo estimates. Recent literature has enlarged theâ€¦Â (More)

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2009

2009

- 2009

The conventional control variate method proposed by Kemna and Vorst (1990) to evaluate Asian options under the Black-Scholesâ€¦Â (More)

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2006

2006

- Comput. Graph. Forum
- 2006

We present the Optimizing Control Variate (OCV) estimator, a new estimator for Monte Carlo rendering. Based upon a deterministicâ€¦Â (More)

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2004

2004

- Proceedings of the Winter Simulation Conferenceâ€¦
- 2004

Adaptive Monte Carlo methods are specialized Monte Carlo simulation techniques where the methods are adaptively tuned as theâ€¦Â (More)

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2002

2002

- 2002

The method of control variates is one of the most widely used variance reduction techniques associated with Monte Carloâ€¦Â (More)

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1996

1996

- Statistics and Computing
- 1996

Importance sampling and control variates have been used as variance reduction techniques for estimating bootstrap tail quantilesâ€¦Â (More)

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Highly Cited

1990

Highly Cited

1990

- Operations Research
- 1990

Other than common random numbers, control varlates is the most promising variance reduction technique in terms of its potentialâ€¦Â (More)

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1987

1987

- Winter Simulation Conference
- 1987

This paper describes a new procedure for using control variates in multiresponse simulation when the covariance matrix of theâ€¦Â (More)

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1987

1987

- Winter Simulation Conference
- 1987

Some new quantile estimators that employ a control variate are introduced. The properties of these estimators do not depend onâ€¦Â (More)

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