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

Calzolari, G.Röhl, M. C.Weihs, C.2004-12-062004-12-061999http://hdl.handle.net/2003/493510.17877/DE290R-14543In this paper, control variates are proposed to speed up Monte Carlo Simulations to estimate expected error rates in multivariate classification.enUniversitätsbibliothek Dortmundclassificationcontrol variateserror rateMonte Carlo Simulationvariance reduction310Variance Reduction with Monte Carlo Estimates of Error Rates in Multivariate Classificationreport