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Dakota Reference Manual
Version 6.16
Explore and Predict with Confidence
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Compute sample allocation for each response and use maximum over responses for each level in a MLMC algorithm
Alias: none
Argument(s): none
An individual sample allocation for each response using the respective variances of the allocation_target of
over all levels is computed; the maximum over all responses for each level is taken.
The following method block
method,
model_pointer = 'HIERARCH'
multilevel_sampling
pilot_samples = 20 seed = 1237
convergence_tolerance = .01
allocation_target = mean
qoi_aggregation = max
uses the max rule to aggregate the variance over the qois.