Dakota Reference Manual  Version 6.15
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allocation_control


Sample allocation approach for multilevel expansions

Specification

Alias: none

Argument(s): none

Child Keywords:

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Required
(Choose One)
Multilevel Sample Allocation Control (Group 1) estimator_variance

Variance of mean estimator within multilevel polynomial chaos

rank_sampling

Sample allocation based on rank sampling within multilevel function train

Description

Multilevel expansions, including regression-based polynomial chaos expansion (PCE) and function train (FT) expansions, require a sample allocation strategy. Three options are currently available:

  • allocation based on assuming a convergence rate for the estimator variance (for regression PCE)
  • restricted isometry property (RIP) sampling (for regression PCE via compressed sensing)
  • rank sampling (for FT)

Default Behavior

Current defaults, when allocation_control is not specified, are estimator variance for PCE and rank sampling for FT.