Antithetic variates

ID: antithetic-variates

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.

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