pce

Polynomial Chaos Expansion surrogate model

Specification

• Alias: None

• Arguments: None

Child Keywords:

Required/Optional	Description of Group	Dakota Keyword	Dakota Keyword Description
Optional		p_refinement	Automatic polynomial order refinement
Optional		max_refinement_iterations	Maximum number of expansion refinement iterations
Optional (Choose One)	Basis Polynomial Family	askey	Select the standardized random variables (and associated basis polynomials) from the Askey family that best match the user-specified random variables.
		wiener	Use standard normal random variables (along with Hermite orthogonal basis polynomials) when transforming to a standardized probability space.
Optional		normalized	The normalized specification requests output of PCE coefficients that correspond to normalized orthogonal basis polynomials
Optional		export_expansion_file	Export the coefficients and multi-index of a Polynomial Chaos Expansion (PCE) to a file
Optional (Choose One)	Covariance Type	diagonal_covariance	Display only the diagonal terms of the covariance matrix
		full_covariance	Display the full covariance matrix

Description

Selects a polynomial chaos expansion (PCE) surrogate model to use in the Bayesian likelihood calculations. Most specification options are carried over for using PCE as a surrogate within the Bayesian framework.