Variance Reduction with Monte Carlo Estimates of Error Rates in Multivariate Classification

Authors:	Calzolari, G. Röhl, M. C. Weihs, C.
Title:	Variance Reduction with Monte Carlo Estimates of Error Rates in Multivariate Classification
Language (ISO):	en
Abstract:	In this paper, control variates are proposed to speed up Monte Carlo Simulations to estimate expected error rates in multivariate classification.
Subject Headings:	classification control variates error rate Monte Carlo Simulation variance reduction
URI:	http://hdl.handle.net/2003/4935 http://dx.doi.org/10.17877/DE290R-14543
Issue Date:	1999
Provenance:	Universitätsbibliothek Dortmund
Appears in Collections:	Sonderforschungsbereich (SFB) 475

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