Hotelling Lecture: Peter Glynn, Department of Management Science and Engineering, Stanford University
120 Hanes Hall Hanes Hall, Chapel Hill, NC, United StatesUnbiased Estimators from Biased Algorithms In many Monte Carlo settings, one wishes to compute the expectation of a stochastic object that can only be approximated. In such settings, the natural Monte Carlo estimator will be biased. In work of McLeish … Read more