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

Claus Weihs, Giorgio Calzolari and Michael C. Röhl

No 1999,44, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

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)
Date: 1999
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Related works:
Working Paper: Variance reduction with Monte Carlo estimates of error rates in multivariate classification (1998)
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