IEE 475: Simulating Stochastic Systems

Lecture L: Course Wrap Up (2019-11-26) – VRT Summary and Closing Course Comments


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This lecture opens with a visual summary of four popular variance reduction techniques (VRTs), namely: common random numbers (CRN), antithetic variates (AV), importance sampling, and control variates. It then closes with a few concluding remarks about the IEE 475 course.
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IEE 475: Simulating Stochastic SystemsBy Theodore P. Pavlic


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