Approximate control variate (ACV) algorithm that employs independent samples per model
Specification
Alias: acv_is
Arguments: None
Description
This ACV variant uses sample set definitions that are similar to
multilevel Monte Carlo (MLMC), in that independent sample sets are defined
for each level and span a pair of consecutive models within a sequence.
Theory
Refer to [GGEJ20] for a helpful sample set diagram.
Sandia National Laboratories is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA-0003525.
