generate_samples_and_values_mfmc

pyapprox.control_variate_monte_carlo.generate_samples_and_values_mfmc(nhf_samples, nsample_ratios, functions, generate_samples, acv_modification=False)

Parameters

nhf_samplesinteger

The number of samples of the high fidelity model

nsample_ratiosnp.ndarray (nmodels-1)

The sample ratios r used to specify the number of samples of the lower fidelity models, e.g. N_i = r_i*nhf_samples, i=1,…,nmodels-1

functionslist of callables

The functions used to evaluate each model

generate_samplescallable

Function used to generate realizations of the random variables

Returns

sampleslist

List containing the samples $\mathcal{Z}_{i,1}$ and $\mathcal{Z}_{i,2}$ for each model $i=0,\ldots,M-1$. The list is [[$\mathcal{Z}_{0,1}$,:math:mathcal{Z}_{0,2}],…,[$\mathcal{Z}_{M-1,1}$,:math:mathcal{Z}_{M-1,2}]], where $M$ is the number of models

valueslist

Model values at the points in samples