online_projection
Specify a solution mode that estimates performance based on projecting initial correlation / covariance estimates from an online pilot sample
Specification
Alias: None
Arguments: None
Description
Multilevel / multifidelity sampling methods are adaptive UQ methods that utilize a pilot sample to estimate an initial set of correlations or covariances, which is then used to initiate the process of performance estimation and resource allocation. In online and offline projection modes, evaluations are limited to the pilot sample and these initial correlation / covariance estimates are used to project the potential estimator performance, without any further sampling and without any computation of statistics. For the online projection case, the estimator performance is computed with an online pilot sample as a lower bound on the total sampling allocation.
Usage Tips
This mode is useful for comparing the projected performance of different estimators, which can inform method selection.
