Bayesian inference using the QUESO library from UT Austin. More...
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 ¶mValues, 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 NonDQUESOBayesCalibration * | NonDQUESOInstance |
Pointer to current class instance for use in static callback functions. |
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.
NonDQUESOBayesCalibration | ( | Model & | model | ) |
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.
void quantify_uncertainty | ( | ) | [protected, virtual] |
redefined from DakotaNonD
Perform the uncertainty quantification
Reimplemented from NonDBayesCalibration.
References Dakota::abort_handler(), Model::continuous_lower_bounds(), Model::continuous_upper_bounds(), NonDQUESOBayesCalibration::dakotaLikelihoodRoutine(), NonDBayesCalibration::emulatorModel, NonDQUESOBayesCalibration::emulatorType, NonDCalibration::expDataFileAnnotated, NonDCalibration::expDataFileName, NonDCalibration::expStdDeviations, Iterator::iterator_rep(), NonDQUESOBayesCalibration::metropolisType, NonDQUESOBayesCalibration::NonDQUESOInstance, Iterator::numContinuousVars, NonDCalibration::numExpConfigVars, NonDCalibration::numExperiments, NonDCalibration::numExpStdDeviationsRead, Iterator::numFunctions, NonDQUESOBayesCalibration::numSamples, NonDQUESOBayesCalibration::proposalCovScale, NonDQUESOBayesCalibration::randomSeed, Dakota::read_data_tabular(), NonDQUESOBayesCalibration::rejectionType, NonDBayesCalibration::standardizedSpace, NonDBayesCalibration::stochExpIterator, NonDQUESOBayesCalibration::xObsData, NonDQUESOBayesCalibration::yObsData, and NonDQUESOBayesCalibration::yStdData.