Controlling antithetic variates

DOI10.1016/J.EJOR.2025.08.027MaRDI QIDQ6865593zbMATH OpenFDO

Authors Reiichiro Kawai

Publication date 2 February 2026

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.EJOR.2025.08.027

zbMATH Keywords

antithetic variatesconfidence ellipsoidscontrol variatesMonte Carlo methodsvariance reduction

Mathematics Subject Classification ID

Determinants, permanents, traces, other special matrix functions (15A15) Quadratic and bilinear forms, inner products (15A63) Analysis of variance and covariance (ANOVA) (62J10) Monte Carlo methods (65C05)

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Cited in

(2)

• Monte Carlo methods with infinite variances
• Antithetic variates revisited again

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