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