Dakota Reference Manual: acv_independent_sampling

| Dakota Reference Manual Version 6.15 Explore and Predict with Confidence

- Main Page
- Related Pages

All Pages
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.