# ed.get_control_variate_coef

### Aliases:

• ed.get_control_variate_coef
• ed.util.get_control_variate_coef
get_control_variate_coef(
f,
h
)

Defined in edward/util/tensorflow.py.

Returns scalar used by control variates method for variance reduction in Monte Carlo methods.

If we have a statistic $$m$$ as an unbiased estimator of $$\mu$$ and and another statistic $$t$$ which is an unbiased estimator of $$\tau$$ then $$m^* = m + c(t - \tau)$$ is also an unbiased estimator of $$\mu$$ for any coefficient $$c$$.

This function calculates the optimal coefficient

$$c^* = \frac{\text{Cov}(m,t)}{\text{Var}(t)}$$

for minimizing the variance of $$m^*$$.

#### Args:

• f: tf.Tensor. A 1-D tensor.
• h: tf.Tensor. A 1-D tensor.

#### Returns:

tf.Tensor. A 0 rank tensor