Public Member Functions | Public Attributes | Protected Member Functions | Static Protected Member Functions | Protected Attributes | Private Attributes | Static Private Attributes
NonDQUESOBayesCalibration Class Reference

Bayesian inference using the QUESO library from UT Austin. More...

Inheritance diagram for NonDQUESOBayesCalibration:
NonDBayesCalibration NonDCalibration NonD Analyzer Iterator

List of all members.

Public Member Functions

 NonDQUESOBayesCalibration (Model &model)
 standard constructor
 ~NonDQUESOBayesCalibration ()
 destructor

Public Attributes

String rejectionType
 Rejection type (standard or delayed, in the DRAM framework)
String metropolisType
 Metropolis type (hastings or adaptive, in the DRAM framework)
int numSamples
 number of samples in the chain (e.g. number of MCMC samples)
Real proposalCovScale
 scale factor for proposal covariance
Real likelihoodScale
 scale factor for likelihood

Protected Member Functions

void quantify_uncertainty ()
 redefined from DakotaNonD

Static Protected Member Functions

static double dakotaLikelihoodRoutine (const uqGslVectorClass &paramValues, const uqGslVectorClass *paramDirection, const void *functionDataPtr, uqGslVectorClass *gradVector, uqGslMatrixClass *hessianMatrix, uqGslVectorClass *hessianEffect)
 Likelihood function for call-back from QUESO to DAKOTA for evaluation.

Protected Attributes

RealMatrix xObsData
 Matrix that holds the experimental realizations of state variables x.
RealMatrix yObsData
 Matrix that holds the experimental realizations of responses y.
RealMatrix yStdData
 Matrix that holds the experimental realizations of std deviations of responses y.
int randomSeed
 random seed to pass to QUESO

Private Attributes

short emulatorType
 the emulator type: NO_EMULATOR, GAUSSIAN_PROCESS, POLYNOMIAL_CHAOS, or STOCHASTIC_COLLOCATION

Static Private Attributes

static NonDQUESOBayesCalibrationNonDQUESOInstance
 Pointer to current class instance for use in static callback functions.

Detailed Description

Bayesian inference using the QUESO library from UT Austin.

This class provides a wrapper to the QUESO library developed as part of the Predictive Science Academic Alliance Program (PSAAP), specifically the PECOS (Predictive Engineering and Computational Sciences) Center at UT Austin. The name QUESO stands for Quantification of Uncertainty for Estimation, Simulation, and Optimization.


Constructor & Destructor Documentation

standard constructor

This constructor is called for a standard letter-envelope iterator instantiation. In this case, set_db_list_nodes has been called and probDescDB can be queried for settings from the method specification.


Member Function Documentation

void quantify_uncertainty ( ) [protected, virtual]

The documentation for this class was generated from the following files: