The antithetic variates method is a variance reduction technique used in Monte Carlo methods. Considering that the error reduction in the simulated signal has a square root convergence (standard deviation of the solution), a very large number of sample paths is required to obtain an accurate result.
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- The antithetic variates method is a variance reduction technique used in Monte Carlo methods. Considering that the error reduction in the simulated signal has a square root convergence (standard deviation of the solution), a very large number of sample paths is required to obtain an accurate result.
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- The antithetic variates method is a variance reduction technique used in Monte Carlo methods. Considering that the error reduction in the simulated signal has a square root convergence (standard deviation of the solution), a very large number of sample paths is required to obtain an accurate result.
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