ringkernel_montecarlo/variance/mod.rs
1//! Variance reduction techniques for Monte Carlo simulation.
2//!
3//! This module provides several variance reduction methods:
4//!
5//! - **Antithetic Variates**: Use negatively correlated pairs to reduce variance
6//! - **Control Variates**: Use correlated variables with known mean
7//! - **Importance Sampling**: Reweight samples from a different distribution
8
9mod antithetic;
10mod control;
11mod importance;
12
13pub use antithetic::{antithetic_pair, AntitheticVariates};
14pub use control::{control_variate_estimate, ControlVariates};
15pub use importance::{importance_sample, ImportanceSampling};