Intro to Scientific Computing
Antithetic variates are a variance reduction technique used in Monte Carlo simulations, aimed at improving the efficiency of numerical estimations. By generating pairs of dependent random variables that are negatively correlated, this method reduces the variance of the estimator, leading to more accurate results with fewer samples. This technique is particularly useful in scenarios where randomness can lead to high variability in the outcomes, as it leverages the relationship between the variables to stabilize the estimates.
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