Antithetic Sampling with Multivariate Inputs
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Recommendations
- Antithetic variates revisited
- Antithetic Variates, Multivariate Dependence and Simulation of Stochastic Systems
- A farewell to the use of antithetic variates in Monte Carlo simulation
- Antithetic and Negatively Associated Random Variables and Function Maximization
- Variance reduction by the use of common and antithetic random variables
Cites work
- Bivariate distributions with given marginals
- scientific article; zbMATH DE number 3854477 (Why is no real title available?)
- scientific article; zbMATH DE number 3626409 (Why is no real title available?)
- scientific article; zbMATH DE number 3238721 (Why is no real title available?)
- scientific article; zbMATH DE number 3313523 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- scientific article; zbMATH DE number 3196612 (Why is no real title available?)
- Optimal antithetic sampling plans
- Proof of the antithetic-variates theorem for unbounded functions
Cited in
(8)- Antithetic acceleration of Monte Carlo integration in Bayesian inference
- Antithetic variates revisited
- A farewell to the use of antithetic variates in Monte Carlo simulation
- Variance Reduction Techniques for Digital Simulation
- A Modified Version of Handscomb’s Antithetic Variates Theorem
- Antithetic and Negatively Associated Random Variables and Function Maximization
- Living on the edge: an unified approach to antithetic sampling
- Extending simulation uses of antithetic variables: partially monotone functions, random permutations, and random subsets
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