acv_kl

Approximate control variate (ACV) algorithm that optimizes a mix of hierarchial and non-hierarchical schemes

Specification

  • Alias: acv_adaptive

  • Arguments: None

Description

This ACV variant is not yet implemented. ACV-KL enumerates a set of free parameters, K and L, that mix hierarchial and non-hierarchical sampling schemes in order to obtain the best estimator for a particular budget or accuracy target.

Theory

Refer to [GGEJ20] for additional details.