Papers › Living on the Edge: An Unified Approach to Antithetic Sampling

Living on the Edge: An Unified Approach to Antithetic Sampling

28 Oct 2021arXiv:2110.15124links table onlyarchive 2025-07-28

Roberto Casarin, Radu V. Craiu, Lorenzo Frattarolo, Christian P. Robert

The archive published only this paper's code-link row. Authors, date and abstract are from arXiv's metadata (CC0), read from the Kaggle arXiv metadata snapshot of 2026-09-12 where its title matched the archive's; the title is the archive's.

We identify recurrent ingredients in the antithetic sampling literature leading to a unified sampling framework. We introduce a new class of antithetic schemes that includes the most used antithetic proposals. This perspective enables the derivation of new properties of the sampling schemes: i) optimality in the Kullback-Leibler sense; ii) closed-form multivariate Kendall's τ and Spearman's ρ; iii)ranking in concordance order and iv) a central limit theorem that characterizes stochastic behavior of Monte Carlo estimators when the sample size tends to infinity. Finally, we provide applications to Monte Carlo integration and Markov Chain Monte Carlo Bayesian estimation.

PaperPDFCode

Code

Frattalol/Livingontheedge officialmentioned in paper report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections