compute_control_variate_mean_estimate¶

pyapprox.control_variate_monte_carlo.compute_control_variate_mean_estimate(weights, values, lf_means)[source]¶

Use control variate Monte Carlo to estimate the mean of high-fidelity data with low-fidelity models with known means

Parameters

valueslist (nmodels)

Each entry of the list contains

values0np.ndarray (num_samples_i0,num_qoi): Evaluations of each model used to compute the estimator \(Q_{i,N}\) of

weightsnp.ndarray (nmodels-1)

the control variate weights

lf_meansnp.ndarray (nmodels-1):

The known means of the low fidelity models

Returns