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


Specify a sub-sampling of the MCMC chain

Specification

Alias: none

Argument(s): INTEGER

Default: 0

Description

If a sub_sampling_period is specified, the MCMC chain is filtered such that only the sample at the beginning of each period is in the final MCMC chain. The sub_sampling_period should therefore be greater than or equal to the correlation length of the samples.

Default Behavior

If not specified, all MCMC samples are included in the final chain.

Expected Output

If specified, an additional tabular output file containing the final (sub- sampled) MCMC chain is generated.

Examples

An example method block of a Dakota input file is given below

method,
    bayes_calibration queso
      chain_samples = 1000 seed = 348
      dram
    proposal_covariance
      diagonal values 1.0e6 1.0e-1
    sub_sampling_period 100