Sandia National Laboratories

# metropolis_hastings

Use the Metropolis-Hastings MCMC algorithm

Topics

bayesian_calibration

Specification

- Alias: None

- Arguments: None

- Default: dram

Description

This keyword specifies the use of a Metropolis-Hastings algorithm for the MCMC chain generation. This means there is no delayed rejection and no adaptive proposal covariance updating as in DRAM.

Default Behavior

Five MCMC algorithm variants are supported currently in QUESO: `dram`, `delayed_rejection`, `adaptive_metropolis`, `metropolis_hastings`, and `multilevel`. The default is `dram`.

Four MCMC algorithm variants are currently supported in MUQ: `dram`, `delayed_rejection`, `metropolis_hastings` and `adaptive_metropolis`.

Usage Tips

If the user wants to use Metropolis-Hastings, possibly as a comparison to the other methods which involve more chain adaptation, this is the MCMC type to use.

Examples

    method,
            bayes_calibration queso
              metropolis_hastings
              samples = 10000 seed = 348

## Exceptional service in the national interest

© 2023 National Technology and Engineering Solutions of Sandia, LLC. | Questions & Comments | Privacy & Security

Sandia National Laboratories is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA-0003525.