dram
Use the DRAM MCMC algorithm
Topics
bayesian_calibration
Specification
Alias: None
Arguments: None
Default: dram
Description
The type of Markov Chain Monte Carlo used. This keyword specifies the use of DRAM, (Delayed Rejection Adaptive Metropolis) [HLMS06].
Default Behavior
Five MCMC algorithm variants are supported: dram
,
delayed_rejection
, adaptive_metropolis
, metropolis_hastings
, and
multilevel
. The default is dram
.
Usage Tips
If the user knows very little about the proposal covariance, using dram is a recommended strategy. The proposal covariance is adaptively updated, and the delayed rejection may help improve low acceptance rates.
Examples
method,
bayes_calibration queso
dram
samples = 10000 seed = 348