pce

Polynomial Chaos Expansion surrogate model

Specification

• Alias: None

• Arguments: None

Child Keywords:

Required/Optional	Description of Group	Dakota Keyword	Dakota Keyword Description
Optional		p_refinement	Automatic polynomial order refinement
Optional		max_refinement_iterations	Maximum number of expansion refinement iterations
Required (Choose One)	Required (Choose One)	quadrature_order	Order for tensor-products of Gaussian quadrature rules
		sparse_grid_level	Level to use in sparse grid integration or interpolation
		cubature_integrand	Cubature using Stroud rules and their extensions
		expansion_order	The (initial) order of a polynomial expansion
		orthogonal_least_interpolation	Build a polynomial chaos expansion from simulation samples using orthogonal least interpolation.
		import_expansion_file	Build a Polynomial Chaos Expansion (PCE) by importing expansion coefficients and a corresponding multi-index from a file
Optional (Choose One)	Basis Polynomial Family	askey	Select the standardized random variables (and associated basis polynomials) from the Askey family that best match the user-specified random variables.
		wiener	Use standard normal random variables (along with Hermite orthogonal basis polynomials) when transforming to a standardized probability space.
Optional		normalized	The normalized specification requests output of PCE coefficients that correspond to normalized orthogonal basis polynomials
Optional		export_expansion_file	Export the coefficients and multi-index of a Polynomial Chaos Expansion (PCE) to a file
Optional (Choose One)	Covariance Type	diagonal_covariance	Display only the diagonal terms of the covariance matrix
		full_covariance	Display the full covariance matrix

Description

Selects a polynomial chaos expansion (PCE) surrogate model to use in the Bayesian likelihood calculations. Most specification options are carried over for using PCE as a surrogate within the Bayesian framework.