2021/05/25 by Benedikt Kriegesmann, Kriegesmann, Benedikt, Julian K. Lüdeker +1
Mathematics · #FOS: Computer and information sciences #Methodology (stat.ME) #stat.ME
paper · pdf · doi:10.48550/arxiv.2105.12230
arxiv created 2021/05/25 · arxiv updated 2021/05/27
This paper shows a simple parameter substitution, which makes use of the reciprocal relation of typical objective functions with typical random parameters. Thereby, the accuracy of first-order probabilistic analysis improves significantly at almost no additional computational cost. The parameter substitution requires a transformation of the stochastic distribution of the substituted parameter, which is explained for different cases.