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Control variates in nonlinear regression

James J. Swain

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Abstract

Control variates can be applied to Monte Carlo sampling experiments to improve the precision of the results. This method is especially useful in statistical problems were low order approximators of a particular variate of interest are available and possibly several statistical properties of the variate are to be investigated. In this paper a control variate scheme based on the linear approximator s of the nonlinear parameter estimator (

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What this paper is about

Control variates can be applied to Monte Carlo sampling experiments to improve the precision of the results. This method is especially useful in statistical problems were low order approximators of a particular variate of interest are available and possibly several statistical properties of the variate are to be investigated. In this paper a control variate scheme based on the linear approximator s of the nonlinear parameter estimator (

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Available abstract

Control variates can be applied to Monte Carlo sampling experiments to improve the precision of the results. This method is especially useful in statistical problems were low order approximators of a particular variate of interest are available and possibly several statistical properties of the variate are to be investigated. In this paper a control variate scheme based on the linear approximator s of the nonlinear parameter estimator (

Key concepts: Control variates, Random variate, Estimator, Monte Carlo method, Computer science, Nonlinear system, Convolution random number generator, Statistics

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