Stratified Splitting for Efficient Monte Carlo Integration

The project will deliver new theory and methods for fast and robust statistical learning, inference, and parameter estimation in various application fields such as risk management, decision making, health-care, manufacturing, financial engineering, and system reliability. By providing high-quality solutions that are out of reach of the current state of the art, the project will have large-scale impact on operational efficiency of real-life applications in both scientific and industrial domains.

Green Acorn