Dakota Reference Manual: mc_approx

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mc_approx

Calculate model evidence using a Monte Carlo sampling approach

## Specification

Alias: none

Argument(s): none

## Description

The `mc_approx` keyword for model evidence indicates that sample values will be generated from the prior distribution, and then the simulation model will be evaluated at these sample values to obtain corresponding likelihood values. The average of the likelihood weighted by the prior is the model evidence. The accuracy of this approximation depends on the number of samples taken, which is specified by the `evidence_samples` keyword.

Default Behavior

If `evidence_samples` is not specified with `mc_approx`, Dakota uses the number of chain samples from the MCMC (`chain_samples`) as the number of samples to use for calculating the model evidence.

Expected Output Currently, the model evidence will be printed in the screen output with prefacing text indicating if it is calculated by Monte Carlo sampling.

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