IndependentGaussianMH (Independent Gaussian Metropolis-Hastings)

Perform M-H MCMC sampling with independent Gaussian propoposals.

Overview

The proposeSamples function from the PMCMCBase parent class is overridden. This proposal is a simple independent Metropolis-Hastings (M-H) using a Gaussian proposal centered on a seed state. The scale (standard deviation) of this Gaussian is user-specified for each model parameter. Note that the IndependentGaussianMH assumes that the noise variance (i.e., uncertainty due to model inadequacy plus experimental noise) is specified by the user. Expanding IndependentGaussianMH to infer the noise variance term will be considered in the future. If lower and upper bounds to the parameters are specified, the proposals are generated using a truncated Gaussian. Specifically, the new pthp^{\text{th}} parallel proposal is given by:

Sp=N(Sseed, σ) \pmb{\mathcal{S}}_p = \mathcal{N}(\pmb{\mathcal{S}}_{seed},~\pmb{\sigma})(1)

where Sseed\pmb{\mathcal{S}}_{seed} is the seed state selected from the previously accepted proposed states and σ\pmb{\sigma} is the vector of standard deviations (one standard deviation for each parameter dimension) specified by the user.

Input Parameters

  • file_nameName of the CSV file with configuration values.

    C++ Type:FileName

    Unit:(no unit assumed)

    Controllable:No

    Description:Name of the CSV file with configuration values.

  • initial_valuesThe starting values of the inputs to be calibrated.

    C++ Type:std::vector<double>

    Unit:(no unit assumed)

    Controllable:No

    Description:The starting values of the inputs to be calibrated.

  • num_parallel_proposalsNumber of proposals to make and corresponding subApps executed in parallel.

    C++ Type:unsigned int

    Unit:(no unit assumed)

    Controllable:No

    Description:Number of proposals to make and corresponding subApps executed in parallel.

  • prior_distributionsThe prior distributions of the parameters to be calibrated.

    C++ Type:std::vector<DistributionName>

    Unit:(no unit assumed)

    Controllable:No

    Description:The prior distributions of the parameters to be calibrated.

  • seed_inputsReporter with seed inputs values for the next proposals.

    C++ Type:ReporterName

    Unit:(no unit assumed)

    Controllable:No

    Description:Reporter with seed inputs values for the next proposals.

  • std_propStandard deviations for making the next proposal.

    C++ Type:std::vector<double>

    Unit:(no unit assumed)

    Controllable:No

    Description:Standard deviations for making the next proposal.

Required Parameters

  • execute_onLINEARThe list of flag(s) indicating when this object should be executed. For a description of each flag, see https://mooseframework.inl.gov/source/interfaces/SetupInterface.html.

    Default:LINEAR

    C++ Type:ExecFlagEnum

    Unit:(no unit assumed)

    Options:NONE, INITIAL, LINEAR, NONLINEAR_CONVERGENCE, NONLINEAR, POSTCHECK, TIMESTEP_END, TIMESTEP_BEGIN, MULTIAPP_FIXED_POINT_END, MULTIAPP_FIXED_POINT_BEGIN, FINAL, CUSTOM, PRE_MULTIAPP_SETUP

    Controllable:No

    Description:The list of flag(s) indicating when this object should be executed. For a description of each flag, see https://mooseframework.inl.gov/source/interfaces/SetupInterface.html.

  • file_column_nameName of column in CSV file to use, by default first column is used.

    C++ Type:std::string

    Unit:(no unit assumed)

    Controllable:No

    Description:Name of column in CSV file to use, by default first column is used.

  • limit_get_global_samples429496729The maximum allowed number of items in the DenseMatrix returned by getGlobalSamples method.

    Default:429496729

    C++ Type:unsigned long

    Unit:(no unit assumed)

    Controllable:No

    Description:The maximum allowed number of items in the DenseMatrix returned by getGlobalSamples method.

  • limit_get_local_samples429496729The maximum allowed number of items in the DenseMatrix returned by getLocalSamples method.

    Default:429496729

    C++ Type:unsigned long

    Unit:(no unit assumed)

    Controllable:No

    Description:The maximum allowed number of items in the DenseMatrix returned by getLocalSamples method.

  • limit_get_next_local_row429496729The maximum allowed number of items in the std::vector returned by getNextLocalRow method.

    Default:429496729

    C++ Type:unsigned long

    Unit:(no unit assumed)

    Controllable:No

    Description:The maximum allowed number of items in the std::vector returned by getNextLocalRow method.

  • lower_boundLower bounds for making the next proposal.

    C++ Type:std::vector<double>

    Unit:(no unit assumed)

    Controllable:No

    Description:Lower bounds for making the next proposal.

  • max_procs_per_row4294967295This will ensure that the sampler is partitioned properly when 'MultiApp/*/max_procs_per_app' is specified. It is not recommended to use otherwise.

    Default:4294967295

    C++ Type:unsigned int

    Unit:(no unit assumed)

    Controllable:No

    Description:This will ensure that the sampler is partitioned properly when 'MultiApp/*/max_procs_per_app' is specified. It is not recommended to use otherwise.

  • min_procs_per_row1This will ensure that the sampler is partitioned properly when 'MultiApp/*/min_procs_per_app' is specified. It is not recommended to use otherwise.

    Default:1

    C++ Type:unsigned int

    Unit:(no unit assumed)

    Controllable:No

    Description:This will ensure that the sampler is partitioned properly when 'MultiApp/*/min_procs_per_app' is specified. It is not recommended to use otherwise.

  • num_columnsNumber of columns to be used in the CSV file with the configuration values.

    C++ Type:unsigned int

    Unit:(no unit assumed)

    Controllable:No

    Description:Number of columns to be used in the CSV file with the configuration values.

  • num_random_seeds100000Initialize a certain number of random seeds. Change from the default only if you have to.

    Default:100000

    C++ Type:unsigned int

    Unit:(no unit assumed)

    Controllable:No

    Description:Initialize a certain number of random seeds. Change from the default only if you have to.

  • prior_varianceThe prior distribution of the variance parameter to be calibrated.

    C++ Type:DistributionName

    Unit:(no unit assumed)

    Controllable:No

    Description:The prior distribution of the variance parameter to be calibrated.

  • seed0Random number generator initial seed

    Default:0

    C++ Type:unsigned int

    Unit:(no unit assumed)

    Controllable:No

    Description:Random number generator initial seed

  • upper_boundUpper bounds for making the next proposal.

    C++ Type:std::vector<double>

    Unit:(no unit assumed)

    Controllable:No

    Description:Upper bounds for making the next proposal.

Optional Parameters

  • control_tagsAdds user-defined labels for accessing object parameters via control logic.

    C++ Type:std::vector<std::string>

    Unit:(no unit assumed)

    Controllable:No

    Description:Adds user-defined labels for accessing object parameters via control logic.

  • enableTrueSet the enabled status of the MooseObject.

    Default:True

    C++ Type:bool

    Unit:(no unit assumed)

    Controllable:No

    Description:Set the enabled status of the MooseObject.

Advanced Parameters