Variance reduction with Monte Carlo estimates of error rates in multivariate classification

Claus Weihs, Giorgio Calzolari and Michael C. Roehl

MPRA Paper from University Library of Munich, Germany

Abstract: In this paper, control variates are proposed to speed up Monte Carlo simulations to estimate expected error rates in multivariate classification.

Keywords: Classification; control variates; error rate; Monte Carlo simulation; variance reduction (search for similar items in EconPapers)
JEL-codes: C63 (search for similar items in EconPapers)
Date: 1998
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Published in Technical Report 44/1999 Universitaet Dortmund, SFB 475 (1999): pp. 1-12

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:24425

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