Dakota Reference Manual  Version 6.15
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acv_kl


Approximate control variate (ACV) algorithm that optimizes a mix of hierarchial and non-hierarchical schemes

Specification

Alias: acv_adaptive

Argument(s): none

Description

This ACV variant is not yet implemented. ACV-KL enumerates a set of free parameters, K and L, that mix hierarchial and non-hierarchical sampling schemes in order to obtain the best estimator for a particular budget or accuracy target.

Theory

Refer to[36] for additional details.