Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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delayed_rejection


Use the Delayed Rejection MCMC algorithm

Topics

This keyword is related to the topics:

Specification

Alias: none

Argument(s): none

Default: dram

Description

This keyword specifies the use of the Delayed Rejection algorithm in which there can be a delay in rejecting samples from the chain. That is, the "DR" part of DRAM is used but the "AM" part is not, rather a regular Metropolis-Hastings algorithm is used.

Default Behavior

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

Usage Tips

If the user knows something about the proposal covariance or the proposal covariance is informed through derivative information, using delayed_rejection is preferred over dram: the proposal covariance is already being informed by derivative information and the adaptive metropolis is not necessary.

Examples

method,
        bayes_calibration queso
          delayed_rejection
          samples = 10000 seed = 348

See Also

These keywords may also be of interest: