2 papers
math.ST2025
Stopping Rules for Monte Carlo Methods of Martingale Difference Type
Jiezhong Wu, Reiichiro Kawai
We establish a practical and easy-to-implement sequential stopping rule for the martingale central limit theorem, focusing on Monte Carlo methods for estimating the mean of a non-i…
stat.ME2025
Stopping Rules for Monte Carlo Methods: A Review
Jiezhong Wu, Reiichiro Kawai
Sequential analysis encompasses simulation theories and methods where the sample size is determined dynamically based on accumulating data. Since the conceptual inception, numerous…