Systematic Study of Some Standard Variance Reduction Techniques

The theoretical investigation of the efficiency of three standard variance reduction techniques is given. It is shown that survival biasing reduces the variance in quite general circumstances. Sufficient conditions are given for the reduction of the variance in reaction rate and leakage estimations by the expected leakage probability (ELP) method and the expectation estimator. It is verified that the ELP method, combined with the expectation estimator, always reduces the variance of reaction rate and leakage estimators opposed to the analog game with a pointwise estimator.