Dakota Reference Manual  Version 6.15
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acv_independent_sampling


Approximate control variate (ACV) algorithm that employs independent samples per model

Specification

Alias: acv_is

Argument(s): 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[36] for a helpful sample set diagram.