Living on the edge: an unified approach to antithetic sampling
From MaRDI portal
Publication:6540236
DOI10.1214/23-sts888MaRDI QIDQ6540236
Lorenzo Frattarolo, Christian Robert, Roberto Casarin, Radu V. Craiu
Publication date: 15 May 2024
Published in: Statistical Science (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The pseudo-marginal approach for efficient Monte Carlo computations
- Directional dependence in multivariate distributions
- On the approximation of copulas via shuffles of Min
- Multivariate countermonotonicity and the minimal copulas
- The complete mixability and convex minimization problems with monotone marginal densities
- Densities for random balanced sampling
- Bivariate distributions with given marginals
- On Latin hypercube sampling
- Statistical sampling and fractal distributions
- Ordering and improving the performance of Monte Carlo Markov chains.
- Some remarks on the supermodular order
- Characterizations of copulas attaining the bounds of multivariate Kendall's tau
- Extremal dependence concepts
- Multivariate concordance
- Antithetic coupling of two Gibbs sampler chains.
- The effective dimension and quasi-Monte Carlo integration
- Generalized correlation order and stop-loss order
- Multivariate copulas with hairpin support
- On minimal copulas under the concordance order
- Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo
- Choosing joint distributions so that the variance of the sum is small
- On the multidimensional extension of countermonotonicity and its applications
- Approximation theorems for Markov operators
- Maßstabinvariante Korrelationstheorie.
- Supports of Extremal Doubly Stochastic Measures
- Mathematical Risk Analysis
- A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
- Proof of the antithetic-variates theorem for unbounded functions
- Birkhoff's Problem 111
- Antithetic variates revisited
- Antithetic Sampling with Multivariate Inputs
- Sampling-Based Approaches to Calculating Marginal Densities
- Large Sample Properties of Simulations Using Latin Hypercube Sampling
- A Modified Version of Handscomb’s Antithetic Variates Theorem
- Extensions d'un théorème de D. Dugué et M. Girault
- On a class of extremal problems in statistics
- Optimal antithetic sampling plans
- Orthogonal Array-Based Latin Hypercubes
- Sequential Quasi Monte Carlo
- Multivariate Stochastic Volatility Models with Correlated Errors
- A Remark on Extreme Doubly Stochastic Measures
- Convex Analysis
- Symmetric Random Walk
- Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
- Dependence ordering for Markov processes on partially ordered spaces
- Généralisation du théorème des probabilités totales
This page was built for publication: Living on the edge: an unified approach to antithetic sampling
