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Re: [Bug-gnubg] A new variance reduction technique

From: Massimiliano Maini
Subject: Re: [Bug-gnubg] A new variance reduction technique
Date: Tue, 31 Mar 2009 14:26:04 +0200

address@hidden wrote on 31/03/2009 14:10:30:

> 2009/3/30 Massimiliano Maini <address@hidden>:
> > A few comments (assuming my understanding is right):
> >
> > 1. Instead of going for the same rank, you could (at negliectible cost)
> > select
> > the roll for play B that gives the closest luck to the one obtained for play
> > A.
> > Should be more efficent than just taking the roll with the same rank.
> This will introduce errors since not all rolls in B will be chosen
> with the same probability.

Well, you have the same problem when you chose according to the rank:
you pick randomly in A, but then non-randomly in B. It's the goal.
Or am I missing something ?
> All in all an interesting idea, but complex and error prone. I am a
> little afraid that we might throw the baby out with the bathwater -
> since the current rollout code has some pretty complex improvements as
> well (Quasi Random Dice AKA  Stratification).

I thought about how this mixes with stratification (the naming 'quasi random
dice" sucks big time, IMHO). I think Bob's idea should only be applied
to rolls subsequent to stratification. E.g.: 1296 trials = 36^2, then
stratify 1st and 2nd roll, use Bobs' method 3rd roll on.
I also think that Variance Reduction (Dahl's) should not be applied on
perfectly stratified rolls since it can just introduce errors: average
luck over the 36 (1296) rolls is zero.

Anyway, I'm not convinced Bob's idea will improve by much: it's not even sure
it will improve at all (compared to Var. Red.).


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