Welcome to MXMCPy’s documentation!

Contents:

• Introduction
• Available Algorithms
  • Multi-level Monte Carlo
  • Multifidelity Monte Carlo
  • Approximate Control Variates
  • Parametrically-defined Approximate Control Variates
• End-to-End Example
  • Step 1: Compute model outputs for pilot samples
  • Step 2: Perform sample allocation optimization
  • Step 3: Generate input samples for models
  • Step 4: Compute model outputs for prescribed inputs
  • Step 5: Form estimator
• Source Code Documentation
  • Optimizer Module
  • Sample Allocation Module
  • Output Processor Module
  • Estimator Module
  • Utilities Module

Indices and tables

• Index
• Module Index
• Search Page