Living on the edge: an unified approach to antithetic sampling
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- A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
- A Modified Version of Handscomb’s Antithetic Variates Theorem
- A Remark on Extreme Doubly Stochastic Measures
- Antithetic Sampling with Multivariate Inputs
- Antithetic coupling of two Gibbs sampler chains.
- Antithetic variates revisited
- Approximation theorems for Markov operators
- Birkhoff's Problem 111
- Bivariate distributions with given marginals
- Characterizations of copulas attaining the bounds of multivariate Kendall's tau
- Choosing joint distributions so that the variance of the sum is small
- Convex Analysis
- Densities for random balanced sampling
- Dependence ordering for Markov processes on partially ordered spaces
- Directional dependence in multivariate distributions
- Extensions d'un théorème de D. Dugué et M. Girault
- Extremal dependence concepts
- Generalized correlation order and stop-loss order
- Généralisation du théorème des probabilités totales
- Large Sample Properties of Simulations Using Latin Hypercube Sampling
- Mathematical risk analysis. Dependence, risk bounds, optimal allocations and portfolios
- Maßstabinvariante Korrelationstheorie.
- Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
- Multivariate Stochastic Volatility Models with Correlated Errors
- Multivariate concordance
- Multivariate copulas with hairpin support
- Multivariate countermonotonicity and the minimal copulas
- On Latin hypercube sampling
- On a class of extremal problems in statistics
- On minimal copulas under the concordance order
- On the approximation of copulas via shuffles of Min
- On the multidimensional extension of countermonotonicity and its applications
- Optimal antithetic sampling plans
- Ordering and improving the performance of Monte Carlo Markov chains.
- Orthogonal Array-Based Latin Hypercubes
- Proof of the antithetic-variates theorem for unbounded functions
- Sampling-Based Approaches to Calculating Marginal Densities
- Sequential quasi Monte Carlo. With discussion and authors' reply
- Some remarks on the supermodular order
- Statistical sampling and fractal distributions
- Supports of extremal doubly stochastic measures
- Symmetric Random Walk
- The complete mixability and convex minimization problems with monotone marginal densities
- The effective dimension and quasi-Monte Carlo integration
- The pseudo-marginal approach for efficient Monte Carlo computations
- Variance minimization and random variables with constant sum
- Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
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