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  2. Technische Universität Dortmund
  3. Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, Technische Universität Dortmund
  4. Technical Reports, SFB 475: Komplexitätsreduktion in multivariaten Datenstrukturen, TU Dortmund
Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/77195 
Title: 

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

Authors: 
Weihs, Claus
Calzolari, Giorgio
Röhl, Michael C.
Year of Publication: 
1999
Series/Report no.: 
Technical Report No. 1999,44
Publisher: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
Abstract: 
In this paper, control variates are proposed to speed up Monte Carlo Simulations to estimate expected error rates in multivariate classification.
Subjects: 
classification
control variates
error rate
Monte Carlo Simulation
variance reduction
Document Type: 
Working Paper
Appears in Collections:
Technical Reports, SFB 475: Komplexitätsreduktion in multivariaten Datenstrukturen, TU Dortmund

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