Dakota Reference Manual  Version 6.15
Explore and Predict with Confidence
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pce


Polynomial Chaos Expansion surrogate model

Specification

Alias: none

Argument(s): 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

Required
(Choose One)
Group 1 quadrature_order

Order for tensor-products of Gaussian quadrature rules

sparse_grid_level

Level to use in sparse grid integration or interpolation

cubature_integrand Cubature using Stroud rules and their extensions
expansion_order

The (initial) order of a polynomial expansion

orthogonal_least_interpolation Build a polynomial chaos expansion from simulation samples using orthogonal least interpolation.
Optional
(Choose One)
Basis Polynomial Family (Group 2) 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 (Group 3) 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.

See Also

These keywords may also be of interest: