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A new variance reduciton technique

Posted By: David Rockwell
Date: Monday, 30 March 2009, at 4:08 a.m.

In Response To: A new variance reduciton technique (Bob Koca)

I understand the suggestion well enough to see why you want to test pairs. I don't understand it well enough to be able to tell whether or not it would involve theoretical problems. The key is obviously the ranking process. If the ranking retains randomness, this will work and will converge quicker than current techniques.

My instincts are that if you alternate the move evaluated first, this would work. If you don't, it might not. But, I admit it is over my head.

It would be interesting to see this idea tested with something like Walter Trice's Prop 57 - a no-miss bearoff versus an ideal shaped bearoff. The sharp discontinuity between doublets and non-doublets would be a good test to the method.

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