Open espath opened 7 years ago
In the estimator of the Var[g] (the dashed curve) it is better to use a multilevel approximation to get a more robust estimate. In this way we will get a decent estimate even if the number of samples for the deepest level is low.
In the estimator of the Var[g] (the dashed curve) it is better to use a multilevel approximation to get a more robust estimate. In this way we will get a decent estimate even if the number of samples for the deepest level is low.