{"id":"https://openalex.org/W2125414529","doi":"https://doi.org/10.1109/wsc.2003.1261417","title":"Control variates techniques for Monte Carlo simulation","display_name":"Control variates techniques for Monte Carlo simulation","publication_year":2004,"publication_date":"2004-05-13","ids":{"openalex":"https://openalex.org/W2125414529","doi":"https://doi.org/10.1109/wsc.2003.1261417","mag":"2125414529"},"language":"en","primary_location":{"id":"doi:10.1109/wsc.2003.1261417","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2003.1261417","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2003 International Conference on Machine Learning and Cybernetics (IEEE Cat. No.03EX693)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5025106735","display_name":"R. Szechtman","orcid":null},"institutions":[{"id":"https://openalex.org/I35364215","display_name":"Naval Postgraduate School","ror":"https://ror.org/033yfkj90","country_code":"US","type":"education","lineage":["https://openalex.org/I1330347796","https://openalex.org/I3130687028","https://openalex.org/I35364215"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"R. Szechtman","raw_affiliation_strings":["Operations Research Department, Naval Postgraduate School, Monterrey, CA, USA","Department of Operations Research, Naval Postgraduate School, Monterey, CA, USA"],"affiliations":[{"raw_affiliation_string":"Operations Research Department, Naval Postgraduate School, Monterrey, CA, USA","institution_ids":["https://openalex.org/I35364215"]},{"raw_affiliation_string":"Department of Operations Research, Naval Postgraduate School, Monterey, CA, USA","institution_ids":["https://openalex.org/I35364215"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5025106735"],"corresponding_institution_ids":["https://openalex.org/I35364215"],"apc_list":null,"apc_paid":null,"fwci":0.4504,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.71183741,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":95},"biblio":{"volume":"37","issue":null,"first_page":"144","last_page":"149"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9944999814033508,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11195","display_name":"Simulation Techniques and Applications","score":0.9944999814033508,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9936000108718872,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9909999966621399,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/control-variates","display_name":"Control variates","score":0.9726794362068176},{"id":"https://openalex.org/keywords/variance-reduction","display_name":"Variance reduction","score":0.8580789566040039},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.7465527653694153},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6447929739952087},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.593584418296814},{"id":"https://openalex.org/keywords/random-variate","display_name":"Random variate","score":0.4134059250354767},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3467864394187927},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.3369486629962921},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.2713465392589569},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.22875374555587769},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.18386265635490417},{"id":"https://openalex.org/keywords/random-variable","display_name":"Random variable","score":0.15135589241981506}],"concepts":[{"id":"https://openalex.org/C121683094","wikidata":"https://www.wikidata.org/wiki/Q3554721","display_name":"Control variates","level":5,"score":0.9726794362068176},{"id":"https://openalex.org/C62644790","wikidata":"https://www.wikidata.org/wiki/Q3454689","display_name":"Variance reduction","level":3,"score":0.8580789566040039},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.7465527653694153},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6447929739952087},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.593584418296814},{"id":"https://openalex.org/C141547133","wikidata":"https://www.wikidata.org/wiki/Q7291996","display_name":"Random variate","level":3,"score":0.4134059250354767},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3467864394187927},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3369486629962921},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.2713465392589569},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.22875374555587769},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.18386265635490417},{"id":"https://openalex.org/C122123141","wikidata":"https://www.wikidata.org/wiki/Q176623","display_name":"Random variable","level":2,"score":0.15135589241981506},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/wsc.2003.1261417","is_oa":false,"landing_page_url":"https://doi.org/10.1109/wsc.2003.1261417","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2003 International Conference on Machine Learning and Cybernetics (IEEE Cat. No.03EX693)","raw_type":"proceedings-article"},{"id":"pmh:ADA495131","is_oa":false,"landing_page_url":"http://oai.dtic.mil/oai/oai?&verb=getRecord&metadataPrefix=html&identifier=ADA495131","pdf_url":null,"source":{"id":"https://openalex.org/S4406923043","display_name":"Defense Technical Information Center (DTIC)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"DTIC","raw_type":"Text"},{"id":"pmh:oai:calhoun.nps.edu:10945/38435","is_oa":false,"landing_page_url":"http://hdl.handle.net/10945/38435","pdf_url":null,"source":{"id":"https://openalex.org/S4306400952","display_name":"Calhoun: The Naval Postgraduate School Institutional Archive (Naval Postgraduate School)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I35364215","host_organization_name":"Naval Postgraduate School","host_organization_lineage":["https://openalex.org/I35364215"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W1602773783","https://openalex.org/W2019171085","https://openalex.org/W2033262566","https://openalex.org/W2051277798","https://openalex.org/W2053877403","https://openalex.org/W2073420535","https://openalex.org/W2084292686","https://openalex.org/W2095633591","https://openalex.org/W2098612888","https://openalex.org/W2127052460","https://openalex.org/W2140481308","https://openalex.org/W2331722735","https://openalex.org/W2802739963","https://openalex.org/W2970576388","https://openalex.org/W4230318768","https://openalex.org/W4245800583","https://openalex.org/W7027865694","https://openalex.org/W7071364070"],"related_works":["https://openalex.org/W2965675185","https://openalex.org/W2808706851","https://openalex.org/W2372527200","https://openalex.org/W1988863536","https://openalex.org/W3031816500","https://openalex.org/W1977876445","https://openalex.org/W4246269228","https://openalex.org/W2136512149","https://openalex.org/W4237862540","https://openalex.org/W1810122495"],"abstract_inverted_index":{"In":[0],"this":[1],"paper":[2],"we":[3],"present":[4],"an":[5],"overview":[6],"of":[7,15,21,26],"classical":[8],"results":[9],"about":[10],"the":[11,22,29],"variance":[12],"reduction":[13],"technique":[14],"control":[16],"variates.":[17],"We":[18],"emphasize":[19],"aspects":[20],"theory":[23],"that":[24],"are":[25],"importance":[27],"to":[28],"practitioner,":[30],"as":[31,33],"well":[32],"presenting":[34],"relevant":[35],"applications.":[36]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2022,"cited_by_count":1}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}