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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Allocation statistics/target for the MLMC sample allocation.
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. |
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"
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.