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Variance reduction
Known as:
Reduction
In mathematics, more specifically in the theory of Monte Carlo methods, variance reduction is a procedure used to increase the precision of the…
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Related topics
10 relations
Antithetic variates
Control variates
Importance sampling
List of numerical analysis topics
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Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2017
2017
Variance reduction via empirical variance minimization: convergence and complexity
D. Belomestny
,
L. Iosipoi
,
Nikita Zhivotovskiy
2017
Corpus ID: 88517582
In this paper we propose and study a generic variance reduction approach. The proposed method is based on minimization of the…
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2016
2016
Katyusha: The First Truly Accelerated Stochastic Gradient Method
Zeyuan Allen-Zhu
2016
Corpus ID: 18961637
We introduce $\mathtt{Katyusha}$, the first direct stochastic gradient method that has an accelerated convergence rate. Given an…
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2015
2015
Iterative Refinement of Approximate Posterior for Training Directed Belief Networks
R. Devon Hjelm
,
Kyunghyun Cho
,
Junyoung Chung
,
R. Salakhutdinov
,
V. Calhoun
,
N. Jojic
arXiv.org
2015
Corpus ID: 3417301
Recent advances in variational inference that make use of an inference or recognition network for training and evaluating deep…
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2011
2011
Log-normal Kalman filter for assimilating 1 phase-space density data in the radiation belts
D. Kondrashov
,
M. Ghil
,
Y. Shprits
2011
Corpus ID: 86343
Department of Atmospheric and Oceanic Sciences and Institute of Geophysics and Planetary Physics, University of California, Los…
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2007
2007
Ultrafast Monte Carlo for Statistical Summations
Michael P. Holmes
,
Alexander G. Gray
,
C. Isbell
Neural Information Processing Systems
2007
Corpus ID: 9399029
Machine learning contains many computational bottlenecks in the form of nested summations over datasets. Computation of these…
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2006
2006
MECHANICS OF ICE COMPRESSIVE FAILURE , PROBABILISTIC AVERAGING AND DESIGN LOAD ESTIMATION
I. Jordaan
,
R. Frederking
,
Chuanke Li
2006
Corpus ID: 37738407
Compressive ice failure is an important aspect in the design of offshore structures in ice environments. The authors concentrate…
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2003
2003
Non-Linear Variance Reduction Techniques in Biometric Authentication
N. Poh
,
Samy Bengio
2003
Corpus ID: 2701931
In this paper, several approaches that can be used to improve biometric authentication applications are proposed. The idea is…
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2002
2002
Cycle to Cycle Manufacturing Process Control
D. Hardt
,
Tsz-Sin Siu
2002
Corpus ID: 15517814
Most manufacturing processes produce parts that can only be correctly measured after the process cycle has been completed. Even…
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2000
2000
Three-Dimensional a Priori Model Constraints and Uncertainties for Improving Seismic Location
M. Flanagan
,
S. Myers
,
C. Schultz
,
M. Pasyanos
,
J. Bhattacharyya
2000
Corpus ID: 43599801
Abstract : Accurate seismic event location is key to monitoring the Comprehensive Nuclear-Test-Ban Treaty (CTBT) and is largely…
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2000
2000
Combining Multiple Classifiers to Improve Part of Speech Tagging : A Case Study for Brazilian Portuguese
R. Aires
,
S. Aluísio
,
D. Kuhn
,
B. MarcioL.
,
Andreeta
,
O. N. Oliveira
2000
Corpus ID: 14144835
Four taggers have been trained on a 100,000-word corpus of Brazilian Portuguese, namely Unigram (Treetagger), N-gram (Treetagger…
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