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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
Heterogeneity of structure and stress in the Rotokawa Geothermal Field, New Zealand
Geometric characterization of a geothermal reservoir's structures, and their relation to stress field orientation, is vital for… 
Highly Cited
2009
Highly Cited
2009
Moments Calculation for the Double Truncated Multivariate Normal Density
In the present article, we derive an explicit expression for the truncated mean and variance for the multivariate normal… 
2009
2009
K-Antithetic Variates in Monte Carlo Simulation
Standard Monte Carlo simulation needs prohibitive time to achieve reasonable estimations. for untractable integrals (i.e… 
Highly Cited
2006
Highly Cited
2006
Faulting and extension rate over the last 20,000 years in the offshore Whakatane Graben, New Zealand continental shelf
Oblique rifting in the offshore Taupo Volcanic Zone, New Zealand, is expressed in widely distributed active normal faulting in… 
Highly Cited
2004
Highly Cited
2004
Sum and difference of two squared correlated Nakagami variates in connection with the McKay distribution
General formulas for the probability density function of the sum and the difference of two correlated, not necessarily… 
Highly Cited
1998
Highly Cited
1998
POPULATION, COMMUNITY, AND ECOSYSTEM VARIATES AS ECOLOGICAL INDICATORS: PHYTOPLANKTON RESPONSES TO WHOLE‐LAKE ENRICHMENT
We quantified the reliability of phytoplankton population, community, and ecosystem variates as indicators of whole-lake… 
Highly Cited
1992
Highly Cited
1992
TES-based traffic modeling for performance evaluation of integrated networks
The authors consider modeling methodologies of variable-bit-rate video sources for performance evaluation of integrated networks… 
Highly Cited
1983
Highly Cited
1983
Antithetic variates revisited
Abstract : This paper extends earlier results in the area of variance reduction techniques applied to simulation on a computer… 
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… 
Review
1974
Review
1974
Sensation and Measurement
A simple theory of psychophysical scaling is presented. It is based on the power law and a multiplicative error model that treats… 
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