multilevel_mcmc

Use the Multi-level MCMC algorithm

Topics

bayesian_calibration

Specification

• Alias: None

• Arguments: None

• Default: dram

Child Keywords:

Required/Optional	Description of Group	Dakota Keyword	Dakota Keyword Description
Optional		initial_chain_samples	Number of initial samples for each level
Required		target_variance	Target variance for the greedy algorithm
Optional		greedy_resampling_factor	Greedy resampling factor
Optional		subsampling_steps	Number of samples at each level

Description

Use the multi-level algorithm ([SRR+21]) from the MUQ library.