Dakota Reference Manual: adaptive_metropolis

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adaptive_metropolis

Use the Adaptive Metropolis MCMC algorithm

## Topics

This keyword is related to the topics:

- bayesian_calibration

## Specification

Alias: none

Argument(s): none

Default: dram

## Description

This keyword specifies the use of the Adaptive Metropolis algorithm. That is, the "AM" part of DRAM is used but the "DR" part is not: specifying this keyword activates only the Adaptive Metropolis part of the MCMC algorithm, in which the covariance of the proposal density is updated adaptively.

Default Behavior

Five MCMC algorithm variants are supported in QUESO: `dram`, `delayed_rejection`, `adaptive_metropolis`, `metropolis_hastings`, and `multilevel`. The default is `dram`.

Four MCMC variants are currently supported in MUQ: `dram`, `delayed_rejection`, `metropolis_hastings` and `adaptive_metropolis`.

Usage Tips

If the user knows very little about the proposal covariance, but doesn't want to incur the cost of using full dram with both delayed rejection and adaptive metropolis, specifying only `adaptive_metropolis` offers a good strategy.

## Examples

    method,
            bayes_calibration queso
              adaptive_metropolis
              samples = 10000 seed = 348