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


Use the DRAM MCMC algorithm

Topics

This keyword is related to the topics:

Specification

Alias: none

Argument(s): none

Default: dram

Description

The type of Markov Chain Monte Carlo used. This keyword specifies the use of DRAM, (Delayed Rejection Adaptive Metropolis)[38].

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 very little about the proposal covariance, using dram is a recommended strategy. The proposal covariance is adaptively updated, and the delayed rejection may help improve low acceptance rates.

Examples

method,
        bayes_calibration queso
          dram
          samples = 10000 seed = 348