问题如下:
What are antithetic variables and control variates?
选项:
解释:
Antithetic variables are simulated variables that have been constructed to have a negative correlation with a previously sampled set of simulated values. Control variates are mean zero values that are correlated with the quantity whose expectation is being computed via simulation. The control variates are then combined with the simulated value using an optimal weight to reduce the simulation variance. Control variates should be cheap to produce.
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