Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
 All Pages
multilevel


Use the multilevel MCMC algorithm.

Topics

This keyword is related to the topics:

Specification

Alias: none

Argument(s): none

Default: dram

Description

Selects the multilevel algorithm described in[70].

Default Behavior

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

Usage Tips

The multilevel algorithm is a more experimental algorithm than the other MCMC approaches mentioned above. It works well in cases where the prior can be "evolved" to a posterior in a structured way. Currently, the multilevel option is not in production form.

Examples

method,
        bayes_calibration queso
          multilevel
          samples = 10000 seed = 348