![]() |
Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
|
Specify a sub-sampling of the MCMC chain
Alias: none
Argument(s): INTEGER
Default: 0
If a sub_sampling_period
is specified, the MCMC chain is filtered such that only the sample at the beginning of each period is in the final MCMC chain. The sub_sampling_period
should therefore be greater than or equal to the correlation length of the samples.
Default Behavior
If not specified, all MCMC samples are included in the final chain.
Expected Output
If specified, an additional tabular output file containing the final (sub- sampled) MCMC chain is generated.
Generate and then filter a 1000 sample MCMC chain, retainining the first accepted sample and every 100th sample thereafter.
An example method block of a Dakota input file is given below
method, bayes_calibration queso chain_samples = 1000 seed = 348 dram proposal_covariance diagonal values 1.0e6 1.0e-1 sub_sampling_period 100