IEE 475: Simulating Stochastic Systems artwork

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

IEE 475: Simulating Stochastic Systems

English - November 26, 2019 20:38
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Previous Episode: Lecture K2: Variance Reduction Techniques, Part 2 (2019-11-21) – Antithetic Variates and Importance Sampling
Next Episode: Lecture M: Final Exam Review (2019-12-03)

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.