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Further reading: Control variates

Posted By: rambiz
Date: Thursday, 18 August 2016, at 9:13 p.m.

In Response To: Further reading: Control variates (Maik Stiebler)

Thank you! :)
I missed the wood for the trees.
I naively thought the minimum variance must be zero and solved the quadratic equation to calculate c. It has though no real solutions because cor(m,t)^2<=1 .

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