Living on the edge: an unified approach to antithetic sampling

DOI10.1214/23-STS888MaRDI QIDQ6540236FDOQ6540236

Lorenzo Frattarolo, Christian Robert, Roberto Casarin, Radu V. Craiu

Publication date: 15 May 2024

Published in: Statistical Science (Search for Journal in Brave)

zbMATH Keywords

Monte Carlovariance reductionnegative dependencecountermonotonicityantithetic variables

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Bivariate distributions with given marginals
• Title not available (Why is that?)
• Title not available (Why is that?)
• The pseudo-marginal approach for efficient Monte Carlo computations
• Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Sampling-Based Approaches to Calculating Marginal Densities
• Large Sample Properties of Simulations Using Latin Hypercube Sampling
• Convex Analysis
• Extremal dependence concepts
• Multivariate concordance
• Extensions d'un théorème de D. Dugué et M. Girault
• Title not available (Why is that?)
• The complete mixability and convex minimization problems with monotone marginal densities
• Orthogonal Array-Based Latin Hypercubes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Directional dependence in multivariate distributions
• Title not available (Why is that?)
• On Latin hypercube sampling
• Title not available (Why is that?)
• Mathematical Risk Analysis
• Ordering and improving the performance of Monte Carlo Markov chains.
• Supports of extremal doubly stochastic measures
• A Remark on Extreme Doubly Stochastic Measures
• Some remarks on the supermodular order
• The effective dimension and quasi-Monte Carlo integration
• Choosing joint distributions so that the variance of the sum is small
• On the multidimensional extension of countermonotonicity and its applications
• Title not available (Why is that?)
• Sequential Quasi Monte Carlo
• Title not available (Why is that?)
• Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
• Antithetic coupling of two Gibbs sampler chains.
• On a class of extremal problems in statistics
• On the approximation of copulas via shuffles of Min
• Approximation theorems for Markov operators
• Birkhoff's Problem 111
• Multivariate countermonotonicity and the minimal copulas
• Multivariate Stochastic Volatility Models with Correlated Errors
• Symmetric Random Walk
• Proof of the antithetic-variates theorem for unbounded functions
• Characterizations of copulas attaining the bounds of multivariate Kendall's tau
• On minimal copulas under the concordance order
• Dependence ordering for Markov processes on partially ordered spaces
• Statistical sampling and fractal distributions
• Densities for random balanced sampling
• Generalized correlation order and stop-loss order
• Antithetic variates revisited
• Généralisation du théorème des probabilités totales
• Optimal antithetic sampling plans
• Multivariate copulas with hairpin support
• Title not available (Why is that?)
• Title not available (Why is that?)
• Maßstabinvariante Korrelationstheorie.
• Title not available (Why is that?)
• Antithetic Sampling with Multivariate Inputs
• A Modified Version of Handscomb’s Antithetic Variates Theorem
• Title not available (Why is that?)

This page was built for publication: Living on the edge: an unified approach to antithetic sampling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6540236)