65 search results - page 2 / 13 » Bias and variance in value function estimation |
JMLR
2006
2006
Geometric Variance Reduction in Markov Chains: Application to Value Function and Gradient Estimation
13 years 5 months ago
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
BMCBI
2006
13 years 5 months ago
2006
Background: Supervised learning for classification of cancer employs a set of design examples to learn how to discriminate between tumors. In practice it is crucial to confirm tha...
COLT
2000
Springer
13 years 9 months ago
2000
Springer
We give the first rigorous upper bounds on the error of temporal difference (td) algorithms for policy evaluation as a function of the amount of experience. These upper bounds pr...
WSC
2007
13 years 7 months ago
2007
We provide asymptotic expressions for the expected value and variance of the replicated batch means variance estimator when the stochastic process being simulated has an additive ...
WSC
2007
13 years 7 months ago
2007
We consider the problem of estimating the time-average variance constant for a stationary process. A previous paper described an approach based on multiple integrations of the sim...