pce

Polynomial Chaos Expansion surrogate model

Specification

  • Alias: None

  • Arguments: None

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Optional

p_refinement

Automatic polynomial order refinement

Optional

max_refinement_iterations

Maximum number of expansion refinement iterations

Optional (Choose One)

Basis Polynomial Family

askey

Select the standardized random variables (and associated basis polynomials) from the Askey family that best match the user-specified random variables.

wiener

Use standard normal random variables (along with Hermite orthogonal basis polynomials) when transforming to a standardized probability space.

Optional

normalized

The normalized specification requests output of PCE coefficients that correspond to normalized orthogonal basis polynomials

Optional

export_expansion_file

Export the coefficients and multi-index of a Polynomial Chaos Expansion (PCE) to a file

Optional (Choose One)

Covariance Type

diagonal_covariance

Display only the diagonal terms of the covariance matrix

full_covariance

Display the full covariance matrix

Description

Selects a polynomial chaos expansion (PCE) surrogate model to use in the Bayesian likelihood calculations. Most specification options are carried over for using PCE as a surrogate within the Bayesian framework.