allocation_target
Allocation statistics/target for the MLMC sample allocation.
Specification
Alias: None
Arguments: None
Default: mean
Child Keywords:
Required/Optional |
Description of Group |
Dakota Keyword |
Dakota Keyword Description |
---|---|---|---|
Required (Choose One) |
Allocation target |
Fit MLMC sample allocation to control the variance of the estimator for the mean. |
|
Fit MLMC sample allocation to control the variance of the estimator for the variance. |
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Fit MLMC sample allocation to control the variance of the estimator for the standard deviation. |
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Fit MLMC sample allocation to a mixture of terms of means and standard deviations. |
Description
Computes the variance of the estimator for a given statistics/target and fits sample allocation by solving the corresponding optimization problem. The allocation_target
specification supports options of mean
(default), variance
an analytic approximation is available. Additionally, a numerical optimization can be used in that case, see variance
option optimization
.
Default Behavior “mean”
Examples
The following method block
method,
model_pointer = 'HIERARCH'
multilevel_sampling
pilot_samples = 20 seed = 1237
convergence_tolerance = .01
allocation_target = variance
uses the variance as sample allocation target by computing its variance.