sum
Aggregate the variances over all QoIs to generate a target for each level in a MLMC algorithm.
Specification
Alias: None
Arguments: None
Description
The variances of the allocation_target
of \(Y^i_\ell, i = 1,...,R\) are aggregated and a single sample allocation is computed.
Examples
The following method block
method,
model_pointer = 'HIERARCH'
multilevel_sampling
pilot_samples = 20 seed = 1237
convergence_tolerance = .01
allocation_target = mean
qoi_aggregation = sum
uses the sum rule to aggregate the variance over the qois.