Antithetic variates revisited
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Publication:3319755
DOI10.1145/182.358462zbMath0535.65100OpenAlexW1989125856MaRDI QIDQ3319755
George S. Fishman, Baosheng D. Huang
Publication date: 1983
Published in: Communications of the ACM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/182.358462
Monte Carlo methodscomputational efficiencyvariance reductionantithetic samplingdiscrete event simulation
Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)
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