standardized_space
Perform Bayesian inference in standardized probability space
Specification
Alias: None
Arguments: None
Description
This option transforms the inference process (MCMC sampling and any emulator model management) into a standardized probability space.
The variable transformations performed are as described in
askey
.
Default Behavior
The default for the Gaussian process and no emulator options is to perform inference in the original probability space (no transformation). Polynomial chaos and stochastic collocation emulators, on the other hand, are always formed in standardized probability space, such that the inference process is also performed in this standardized space.
Expected Output
The user will see the truth model evaluations performed in the original space, whereas any method diagnostics relating to the MCMC samples (e.g., QUESO data in the outputData directory) will report points and response data (response gradients and Hessians, if present, will differ but response values will not) that correspond to the transformed space.
Usage Tips
Selecting standardized_space generally has the effect of scaling the random variables to be of comparable magnitude, which can improve the efficiency of the Bayesian inference process.
Examples
method,
bayes_calibration queso
samples = 2000 seed = 348
dram
standardized_space