Antithetic and Negatively Associated Random Variables and Function Maximization (Q5302472)
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scientific article; zbMATH DE number 5486125
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Antithetic and Negatively Associated Random Variables and Function Maximization |
scientific article; zbMATH DE number 5486125 |
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Antithetic and Negatively Associated Random Variables and Function Maximization (English)
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7 January 2009
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antithetic and negatively associated random variables
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minimize of the variance
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Monte Carlo method
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Markov chains
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iterative Latine hypercube sampling algorithm
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low-discrepancy sequences
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triangular tessellation
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probability
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variance-reduction
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Van der Corput sequences
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Halton sequence
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Metropolis-Hastings algorithm
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