pilot_projection

Specify a solution mode that estimates performance based on projecting initial correlation/variance estimates from a pilot sample

Specification

  • Alias: None

  • Arguments: None

Description

Multilevel / multifidelity sampling methods are adaptive UQ methods that utilize a pilot sample to estimate an initial set of correlations or variances, and then augment the pilot with additional sample increments to optimally allocate resources. In this mode, evaluations are limited to the pilot sample and these initial estimates are used to project the potential performance under the assumption that these estimates are accurate.

This mode is useful for comparing the projected performance of different estimators, which can inform method selection.