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Variance Reduction

Posted By: Bob Koca
Date: Monday, 28 July 2014, at 12:36 a.m.

In Response To: Variance Reduction (Timothy Chow)

"Neil Robins's worry about the funny thing that XG does after 72 rollout trials is basically an observation that XG isn't averaging together independent samples. I'm not sure exactly what XG does,"

I think what is going on is that after 72 trials have been done it has 2 of each non double roll and 4 of each double. It then looks at the variabilities for each of the rolls.

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