acv_multifidelity
Approximate control variate (ACV) algorithm that employs a nested pyramid sample pattern, similar to MFMC
Specification
Alias: acv_mf
Arguments: None
Description
Theory
Refer to [GGEJ20] for the original ACV formulation. Refer to [BLWL22] for understanding ACV generalizations for the different control variate pairings that are possible when codified into a more comprehensive set of potential DAGs. Both papers provide sample set diagrams that are instructive for understanding the different formulations, although the notation differs slightly (we adopt the former reference’s notation herein).
