
Antithetic Variates
Antithetic variates are a technique used in simulations to reduce the variability or "noise" in the results, making estimates more reliable. The idea is to generate pairs of correlated random inputs that tend to have opposite effects—when one value is high, the other is low. By averaging the outcomes of these pairs, the positive and negative deviations cancel out to some extent, leading to more precise estimates with fewer simulation runs. Essentially, it’s a clever way to improve the accuracy of simulation results by using two related, but opposite, scenarios.