Dakota Reference Manual: allocation_target

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allocation_target

Allocation statistics/target for the MLMC sample allocation.

## Specification

Alias: none

Argument(s): none

Default: mean

Child Keywords:

| Required/Optional | Description of Group | Dakota Keyword | Dakota Keyword Description
--- | --- | --- | --- | ---
| Required (Choose One) | Allocation target (Group 1) | mean | Fit MLMC sample allocation to control the variance of the estimator for the mean.
variance | Fit MLMC sample allocation to control the variance of the estimator for the variance.
standard_deviation | Fit MLMC sample allocation to control the variance of the estimator for the standard deviation.
scalarization | Fit MLMC sample allocation to a mixture of terms of means and standard deviations.

## Description

Computes the variance of the estimator for a given statistics/target and fits sample allocation by solving the corresponding optimization problem. The `allocation_target` specification supports options of `mean` (default), `variance` an analytic approximation is available. Additionally, a numerical optimization can be used in that case, see `variance` option optimization.

Default Behavior "mean"

## Examples

The following method block

    method,
        model_pointer = 'HIERARCH'
            multilevel_sampling
          pilot_samples = 20 seed = 1237
          convergence_tolerance = .01
          allocation_target = variance

uses the variance as sample allocation target by computing its variance.