Approximate control variate (ACV) algorithm that mimics MFMC by employing a nested pyramid sample pattern
This ACV variant uses sample set definitions that are similar to
multifidelity Monte Carlo (MFMC), in that sample sets are nested
with each new level adding an increment on top of the previous.
Specification
Alias: acv_mf
Arguments: None
Description
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.
