Sandia National Laboratories

# online_pilot

Specify a solution mode that includes the pilot cost within the sample allocation logic

Specification

- Alias: None

- Arguments: None

Description

Multilevel / multifidelity sampling methods are adaptive UQ methods that utilize a pilot sample to estimate an initial set of correlations or variances, and then augment the pilot with additional sample increments to optimally allocate resources. In this mode, the cost of pilot sampling is treated as online cost and is included within the optimal sample allocation logic. This mode is the default.

Additional Discussion It is typically advantageous to start from a smaller pilot sample and then rely on the adaptive logic to increase the sample levels to the optimal level required to achieve the desired accuracy or enforce the prescribed budget. Over-estimation of the pilot, while supporting more robust estimation of correlations and variances, can hide the optimal profile and result in a non-optimal allocation of resources.

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