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Copy file name to clipboardExpand all lines: tutorials/multi_fidelity/plot_multioutput_acv.py
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Multioutput Approximate Control Variates
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This tutorial demonstrates how computing statistics for multiple outputs simultaneoulsy can improve the accuracy of ACV estimates of individual statistics when compared to ACV applied to each output separately.
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This tutorial demonstrates how computing statistics for multiple outputs simultaneoulsy can improve the accuracy of ACV estimates of individual statistics when compared to ACV applied to each output separately [DWBG2024]_.
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The optimal control variate weights are obtained by minimizing the estimator covariance [RM1985]_.
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