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Efficiency of Multivariate Control Variates in Monte Carlo Simulation

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References

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1976Statistical Techniques in Simulation343 cited
1981A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations208 cited

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2021

A generalized multi-fidelity simulation method using sparse polynomial chaos expansion

11 cited

2024Covariance Expressions for Multifidelity Sampling with Multioutput, Multistatistic Estimators: Application to Approximate Control Variates9 cited