Antithetic and Negatively Associated Random Variables and Function Maximization (Q5302472): Difference between revisions

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scientific article; zbMATH DE number 5486125
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Antithetic and Negatively Associated Random Variables and Function Maximization
scientific article; zbMATH DE number 5486125

    Statements

    Antithetic and Negatively Associated Random Variables and Function Maximization (English)
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    7 January 2009
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    antithetic and negatively associated random variables
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    minimize of the variance
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    Monte Carlo method
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    Markov chains
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    iterative Latine hypercube sampling algorithm
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    low-discrepancy sequences
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    triangular tessellation
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    probability
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    variance-reduction
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    Van der Corput sequences
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    Halton sequence
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    Metropolis-Hastings algorithm
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