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Antithetic variates

In statistics, the antithetic variates method is a variance reduction technique used in Monte Carlo methods. Considering that the error reduction in… 
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Related topics

Related topics

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Broader (2)

Computational statisticsVariance reduction
Control variatesList of numerical analysis topicsMonte Carlo methods in finance

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2015
2015
The Product of Two $\alpha\hbox{-}\mu$ Variates and the Composite $\alpha\hbox{-} \mu$ Multipath–Shadowing Model
In this paper, the product of two independent and nonidentically distributed (i.n.i.d.) α-μ variates is considered. Exact… 
2009
2009
Antithetic variates
Antithetic variates are used to reduce the experimental error in Monte Carlo experiments. Monte Carlo experiments use random… 
2007
2007
DISTRIBUTION SYSTEM AVAILABILITY ASSESSMENT – MONTE CARLO AND ANTITHETIC VARIATES METHOD
The time sequential Monte Carlo simulation used in power systems for the estimation of reliability indices is a computationally… 
1996
1996
Comparative Morphometric Study of a Human Phalanx from the Lower Pleistocene Site at Cueva Victoria (Murcia, Spain), by means of Fourier Analysis, Shape Coordinates of Landmarks, Principal and…
The presence of Homo in Europe longer than a million years ago is often discussed. The finding of a Lower Pleistocene phalanx… 
1992
1992
An empirical evaluation of antithetic variates and quasirandom points for simulating stochastic networks
This paper is concerned with simulation procedures for estimating the distribution function of the time to complete stochastic… 
1990
1990
Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments
Methods based on linear regression provide a very easy way to use the information in control and antithetic variates to improve… 
Review
1984
Review
1984
Multivariate analysis of vegetational variation in different habitats at Omayed, Egypt
The application of indicator species analysis has proved useful in classifying stands into groupings coinciding with topographic… 
1983
1983
Antithetic variates and quasirandom points as variance reduction techniques
This talk describes how one can transform uniformly distributed quantities to achieve substantive variance reduction in Monte… 
1982
1982
The Use of Antithetic Variates in Computer Simulations
The method of antithetic variates is a well known technique for reducing the variability of estimators in computer simulation… 
1981
1981
The use of antithetic control variates in computer simulations
The method of antithetic variates is a well-known technique for reducing the variability of estimators in computer simulation… 
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