Concepedia

Antithetic Variates

Antithetic Variates is a variance reduction technique in Monte Carlo simulation that belongs to the class of sampling methods by introducing negatively correlated (antithetic) pairs of random variables to reduce estimator variance through systematic balancing of sample paths.

77

Publications

4.8K

Citations

105

Authors

78

Institutions

Publications per year

2017–2026

4

Parents

Publications

77

Separating the two components of abundance‐based dissimilarity: balanced changes in abundance vs. abundance gradients

Andrés Baselga · Methods in Ecology and Evolution · 2013 · 427 citations · Full text

, , +15

Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives

J. Durbin, Siem Jan Koopman · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2000 · 387 citations · Full text

, , +16

Faster Valuation of Financial Derivatives

Spassimir H. Paskov, J. F. Traub · The Journal of Portfolio Management · 1995 · 370 citations

, , +14

A new Monte Carlo technique: antithetic variates

J. M. Hammersley, K. W. Morton · Mathematical Proceedings of the Cambridge Philosophical Society · 1956 · 261 citations

, , +16

Bivariate Distributions with Given Marginals

Ward Whitt · The Annals of Statistics · 1976 · 239 citations · Full text

, , +13

1–5 of 77

Authors

105

  1. JR
    James R. Wilson

    North Carolina State University, United States

    6 publications · 289 citations

    6

    h-index

  2. WM
    W. M. Mikhail

    Cairo University, Egypt

    3 publications · 104 citations

    3

    h-index

  3. FM
    Farshid Mehrdoust

    University of Guilan, Iran

    3 publications · 51 citations

    3

    h-index

  4. GS
    George S. Fishman

    University of North Carolina at Chapel Hill, United States

    3 publications · 88 citations

    3

    h-index

  5. JM
    J. M. Hammersley

    University of Oxford, United Kingdom

    3 publications · 347 citations

    3

    h-index

1–5 of 105

Institutions

78

  1. North Carolina State University

    Raleigh, United States

    4 h-index

    4 publications

    249 citations

  2. University of Saskatchewan

    Saskatoon, Canada

    3 h-index

    6 publications

    636 citations

  3. University of Guilan

    Rasht, Iran

    3 h-index

    5 publications

    81 citations

  4. University of California, Berkeley

    Berkeley, United States

    3 h-index

    3 publications

    49 citations

  5. University of North Carolina at Chapel Hill

    Chapel Hill, United States

    3 h-index

    4 publications

    142 citations

  6. Columbia University

    New York, United States

    3 h-index

    3 publications

    212 citations

  7. Cairo University

    Giza, Egypt

    3 h-index

    3 publications

    104 citations

  8. University of Arizona

    Tucson, United States

    2 h-index

    2 publications

    44 citations

1–8 of 78

Venues

  1. Operations Research

    6 publications · 295 citations

    6

    h-index

  2. Management Science

    4 publications · 128 citations

    4

    h-index

  3. 4

    h-index

  4. 3

    h-index

  5. Journal of Statistical Computation and Simulation

    JSCS · 3 publications · 54 citations

    3

    h-index

1–5