  In the Monte Carlo simulation of both Lattice field-theories and of models of
Statistical Mechanics, identities verified by exact mean-values such as
Schwinger-Dyson equations, Guerra relations, Callen identities, etc., provide
well known and sensitive tests of thermalization bias as well as checks of
pseudo random number generators. We point out that they can be further
exploited as "control variates" to reduce statistical errors. The strategy is
general, very simple, and almost costless in CPU time. The method is
demonstrated in the two dimensional Ising model at criticality, where the CPU
gain factor lies between 2 and 4.
