mala

Metropolis-adjusted Langevin algorithm

Topics

bayesian_calibration

Specification

  • Alias: None

  • Arguments: None

  • Default: dram

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Optional

step_size

Parameter for the MALA MCMC algorithm in MUQ

Description

When the user selects ‘bayesian_calibration muq’ in the Dakota input file, the occurrence of the ‘mala’ keyword will cause Dakota to use the MALA algorithm ([RT96]) from the MUQ library.