Antithetic and Negatively Associated Random Variables and Function Maximization

DOI10.1007/978-3-540-70829-2_3zbMath1161.65005OpenAlexW1607791376MaRDI QIDQ5302472

Donald L. McLeish

Publication date: 7 January 2009

Published in: Oppositional Concepts in Computational Intelligence (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-70829-2_3

zbMATH Keywords

Markov chainsMonte Carlo methodprobabilitylow-discrepancy sequencesMetropolis-Hastings algorithmHalton sequenceVan der Corput sequencesvariance-reductiontriangular tessellationantithetic and negatively associated random variablesiterative Latine hypercube sampling algorithmminimize of the variance

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Random number generation in numerical analysis (65C10) Well-distributed sequences and other variations (11K36) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (1)

Consistency of stochastic approximation algorithm with quasi-associated random errors

Cites Work

• On the covariance between functions
• Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
• Equation of State Calculations by Fast Computing Machines
• Some Concepts of Dependence
• Monte Carlo sampling methods using Markov chains and their applications
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Antithetic and Negatively Associated Random Variables and Function Maximization