Dakota Reference Manual  Version 6.12
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Use the Adaptive Metropolis MCMC algorithm


This keyword is related to the topics:


Alias: none

Argument(s): none

Default: dram


This keyword specifies the use of the Adaptive Metropolis algorithm. That is, the "AM" part of DRAM is used but the "DR" part is not: specifying this keyword activates only the Adaptive Metropolis part of the MCMC algorithm, in which the covariance of the proposal density is updated adaptively.

Default Behavior

Five MCMC algorithm variants are supported in QUESO: dram, delayed_rejection, adaptive_metropolis, metropolis_hastings, and multilevel. The default is dram.

Two MCMC variants are currently supported in MUQ: metropolis_hastings and adaptive_metropolis.

Usage Tips

If the user knows very little about the proposal covariance, but doesn't want to incur the cost of using full dram with both delayed rejection and adaptive metropolis, specifying only adaptive_metropolis offers a good strategy.


        bayes_calibration queso
          samples = 10000 seed = 348