Estimated matter PDF with 500 N-body simulations versus CARPool estimates. |$\widehat{\boldsymbol{\beta ^\mathrm{diag}}}$| is used in the upper panel whereas the full control matrix is computed in the lower panel. The estimated |$95{{\ \rm per\ cent}}$| confidence intervals are computed with the BCa bootstrap. They are enlarged by a factor of 40 for better visibility.