 Antithetic variates

Antithetic variates deliberately couple unbiased estimators of the same expectation with negative covariance. Their average can have smaller variance than an average using independent draws. For example, evaluating a monotone integrand at $U$ and $1-U$, where $U$ has a uniform distribution, gives opposite fluctuations while preserving both marginal distributions.

Antithetic variates is a variance reduction technique used in the context of Monte Carlo simulation. The main purpose of this technique is to improve the efficiency of the simulation by reducing the variance of the estimator. The idea behind antithetic variates is to generate pairs of dependent random variables that are negatively correlated. This negation helps to balance out the fluctuations that might occur in the estimated outcomes.