Optimizing the mean-squared error of nested Monte Carlo estimators with application to sensitivity analysis - INRAE - Institut national de recherche pour l’agriculture, l’alimentation et l’environnement
Conference Papers Year : 2023

Optimizing the mean-squared error of nested Monte Carlo estimators with application to sensitivity analysis

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Gildas Mazo  : Connect in order to contact the contributor

https://hal.inrae.fr/hal-04248988

Submitted on : Thursday, October 19, 2023-8:49:35 AM

Last modification on : Tuesday, March 12, 2024-10:44:45 AM

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hal-04248988 , version 1 (19-10-2023)

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  • HAL Id : hal-04248988 , version 1

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Gildas Mazo, Henri Mermoz Kouye. Optimizing the mean-squared error of nested Monte Carlo estimators with application to sensitivity analysis. European Meeting of Statisticians, Warsaw, Poland, 2023, Warsaw, Poland. ⟨hal-04248988⟩

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