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Dakota Reference Manual
Version 6.16
Explore and Predict with Confidence
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Aggregate the variances over all QoIs to generate a target for each level in a MLMC algorithm.
Alias: none
Argument(s): none
The variances of the allocation_target of
are aggregated and a single sample allocation is computed.
The following method block
method,
model_pointer = 'HIERARCH'
multilevel_sampling
pilot_samples = 20 seed = 1237
convergence_tolerance = .01
allocation_target = mean
qoi_aggregation = sum
uses the sum rule to aggregate the variance over the qois.