generate_samples_and_values_mlmc

pyapprox.control_variate_monte_carlo.generate_samples_and_values_mlmc(nhf_samples, nsample_ratios, functions, generate_samples)

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