Author: "A. A. Urusov" / Publication Type: Conference Materials - Searchworks@Jio Institute Digital Library Search Results

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Start Over Author "A. A. Urusov" Publication Type Conference Materials

Author: Alves Rodrigues Brandao-Rangel, Maysa, primary, Melamed, Dobroslav, additional, Silva-Reis, Anamei, additional, Dos Santos Zamarioli, Lucas, additional, Urusov, Sergei, additional, Mostepan, Tatyana, additional, Kravchenko, Evgenya, additional, Rocha Oliveira, Carlos, additional, Santos-Silva, Rubens, additional, Ronen, Razi, additional, and De Paula Vieira, Rodolfo, additional
Published: 2023
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Author: Bratsuk, A.V., primary, Bezzhovchiy, D.A., additional, Kovtun, S.Y., additional, Kiselev, D.S., additional, Shadskiy, A.S., additional, Igonina, A.A., additional, Urusov, A.A., additional, and Fedorov, E.N., additional
Published: 2021
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Author: BELOMESTNY, DENIS, HÄFNER, STEFAN, and URUSOV, MIKHAIL
Subjects: ALGORITHMS, REGRESSION analysis, VARIATE difference method, MATHEMATICAL models, VARIANCES
Abstract: In this paper we present an enhancement of the regression-based variance reduction approaches recently proposed in Belomestny et al. [1] and [4]. This enhancement is based on a truncation of the control variate and allows for a significant reduction of the computing time, while the complexity stays of the same order. The performances of the proposed truncated algorithms are illustrated by a numerical example. [ABSTRACT FROM AUTHOR]
Published: 2017
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