sub_sampling_period

Specify a sub-sampling of the MCMC chain

Specification

  • Alias: None

  • Arguments: INTEGER

  • Default: 0

Description

If a sub_sampling_period is specified, the MCMC chain is filtered such that only the sample at the beginning of each period is in the final MCMC chain. The sub_sampling_period should therefore be greater than or equal to the correlation length of the samples.

Default Behavior

If not specified, all MCMC samples are included in the final chain.

Expected Output

If specified, an additional tabular output file containing the final (sub- sampled) MCMC chain is generated.

Examples

Generate and then filter a 1000 sample MCMC chain, retainining the first accepted sample and every 100th sample thereafter.

An example method block of a Dakota input file is given below

method,
 bayes_calibration queso
   chain_samples = 1000 seed = 348
   dram
 proposal_covariance
   diagonal values 1.0e6 1.0e-1
 sub_sampling_period 100