Antithetic Variates Applied to Quasi-Monte Carlo Methods
Host
Department of Applied Mathematics
Description
In this talk, the speaker summarizes Takashi Goda's talk in MCQMC 2016. Antithetic variates is a well-known variance reduction technique for IID Monte Carlo methods. However, although the use for quasi-Monte Carlo methods is analogous, the error analysis becomes different.
Event Topic
Computational Mathematics & Statistics