Salīdzināt metodes

	Dispersijas samazināšanas paņēmieni Monte Karlo simulācijai	Monte Carlo simulācija
Nozare	Simulācija	Lēmumu pieņemšana
Saime	Process / pipeline	MCDM
Izcelsmes gads	1950s–1980s (technique family)	1949
Autors	Hammersley & Morton (antithetic variates, 1956); Lavenberg & Welch (control variates, 1981); importance sampling roots in Kahn & Marshall (1953)	Metropolis, N., Ulam, S.
Tips	Simulation variance-reduction technique family	Robustness wrapper — Monte Carlo uncertainty propagation
Pirmavots	Ross, S.M. (2012). Simulation (5th ed.). Academic Press. ISBN: 978-0124158252	Metropolis, N., Ulam, S. (1949). The Monte Carlo method. Journal of the American Statistical Association
Citi nosaukumi	antithetic variates, control variates, importance sampling, stratified sampling MC	—
Saistītās	4	0
Kopsavilkums	Variance reduction techniques are a family of methods that improve the efficiency of Monte Carlo simulation by achieving the same estimation accuracy with fewer random draws. Developed incrementally from the 1950s onward — with antithetic variates attributed to Hammersley and Morton, control variates formalised by Lavenberg and Welch, and importance sampling rooted in Kahn and Marshall — the family includes antithetic variates (AV), control variates (CV), importance sampling (IS), and stratification, each exploiting a different structural property of the target quantity to lower estimator variance without introducing bias.	MONTE-CARLO-SIMULATION (Monte Carlo Simulation — Stochastic uncertainty propagation through MCDM model) is a ranking multi-criteria decision-making (MCDM) method introduced by Metropolis, N., Ulam, S. in 1949. It turns a decision matrix of alternatives scored on multiple criteria into a structured, reproducible result.