DOE OSTI · code-160089
CoVVVR: Control Variates & Vegas Variance Reduction
Abstract
This package is a wrapper over the vegas integration package. The control variate variance reduction method is applied to the function when integrated along with the techniques applied in vegas such as importance sampling. To understand control variates, lets first look at how Monte Carlo works.
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Scott, JacobL. [Univ. of Kansas, Lawrence, KS (United States)] (0009000265283139), Mrenna, Stephen [Fermi National Accelerator Laboratory (FNAL), Batavia, IL (United States)] (000000018731160X). 2025-08-05. CoVVVR: Control Variates & Vegas Variance Reduction. https://doi.org/10.11578/dc.20250805.4
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