pilot_samples

Initial set of samples for multilevel sampling methods.

Specification

  • Alias: initial_samples

  • Arguments: INTEGERLIST

Description

The pilot sample provides initial estimates of variance and/or correlation within the first iteration of a multilevel and/or control variate approach.

Default Behavior

100 samples per model fidelity and/or discretization level.

Usage Tips

The number of specified values can be none (default values used for all fidelities and levels), one (all fidelities and levels use the same specified value), the number of discretization levels for every model (each model uses the same discretization level profile), or the aggregate number of discretization levels for all models (samples for each discretization level are distinct for each model).