target_variance

Target variance for the greedy algorithm

Topics

bayesian_calibration

Specification

  • Alias: None

  • Arguments: REAL

  • Default: 1.

Description

The desired variance of the multi-level estimator to achieve to exit the greedy algorithm.

Examples

method,
bayes_calibration muq
multilevel_mcmc
    initial_chain_samples = 50
    target_variance = 0.5
    subsampling_steps = 12 0
    greedy_resampling_factor = 0.5