Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Antithetic variates in higher dimensions   We introduce the concept of multidimensional antithetic as the absolute
minimum of the covariance defined on the orthogonal group by $A\mapsto
Cov(f(\xi),f(A\xi))$ where $\xi$ is a standard $N$-dimensional normal random
variable and $f:\mathbb{R}^{N}\to\mathbb{R}$ is an almost everywhere
differentiable function. The antithetic matrix is designed to optimise the
calculation of $E[f(\xi)]$ in a Monte Carlo simulation. We present an iterative
annealing algorithm that dynamically incorporates the estimation of the
antithetic matrix within the Monte Carlo calculation.

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The categories of this paper are: cmp-lg
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The categories of this paper are: nucl-ex
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The categories of this paper are: hep-lat
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The categories of this paper are: q-bio
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The categories of this paper are: stat
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The categories of this paper are: q-alg
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The categories of this paper are: plasm-ph
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The categories of this paper are: q-fin
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The categories of this paper are: chao-dyn
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The categories of this paper are: funct-an
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The categories of this paper are: hep-ph
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The categories of this paper are: econ
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The categories of this paper are: solv-int
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The categories of this paper are: dg-ga
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The categories of this paper are: astro-ph
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The categories of this paper are: quant-ph