multilevel

Use the multilevel MCMC algorithm.

Topics

bayesian_calibration

Specification

• Alias: None

• Arguments: None

• Default: dram

Description

Selects the multilevel algorithm described in [PC12].

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