max

Compute sample allocation for each response and use maximum over responses for each level in a MLMC algorithm

Specification

• Alias: None

• Arguments: None

Description

An individual sample allocation for each response using the respective variances of the allocation_target of \(Y^i_\ell\) over all levels is computed; the maximum over all responses for each level is taken.

Examples

The following method block

method,
 model_pointer = 'HIERARCH'
        multilevel_sampling
   pilot_samples = 20 seed = 1237
   convergence_tolerance = .01
   allocation_target = mean
      qoi_aggregation = max

uses the max rule to aggregate the variance over the qois.