romtools.workflows.uq.MultifidelityMonteCarloResult#

class romtools.workflows.uq.MultifidelityMonteCarloResult(parameter_samples, high_fidelity_qoi_values, low_fidelity_qoi_values, mean, variance, standard_error, control_variate_coefficients, paired_correlations, high_fidelity_sample_count, low_fidelity_sample_count, pilot_sample_count, low_to_high_fidelity_cost_ratio, high_fidelity_equivalent_cost, used_multifidelity_estimator, high_fidelity_run_times, low_fidelity_run_times)[source]#

Bases: object

Outputs from a fixed or pilot-allocated two-level MFMC estimate.

variance is the estimated variance of the multifidelity mean estimator, rather than the variance of the underlying QoI distribution. The first high_fidelity_sample_count rows of low_fidelity_qoi_values are paired with the high-fidelity values.

Parameters:

  • parameter_samples (ndarray)

  • high_fidelity_qoi_values (ndarray)

  • low_fidelity_qoi_values (ndarray)

  • mean (ndarray)

  • variance (ndarray)

  • standard_error (ndarray)

  • control_variate_coefficients (ndarray)

  • paired_correlations (ndarray)

  • high_fidelity_sample_count (int)

  • low_fidelity_sample_count (int)

  • pilot_sample_count (int | None)

  • low_to_high_fidelity_cost_ratio (float)

  • high_fidelity_equivalent_cost (float)

  • used_multifidelity_estimator (bool)

  • high_fidelity_run_times (ndarray)

  • low_fidelity_run_times (ndarray)

__init__(parameter_samples, high_fidelity_qoi_values, low_fidelity_qoi_values, mean, variance, standard_error, control_variate_coefficients, paired_correlations, high_fidelity_sample_count, low_fidelity_sample_count, pilot_sample_count, low_to_high_fidelity_cost_ratio, high_fidelity_equivalent_cost, used_multifidelity_estimator, high_fidelity_run_times, low_fidelity_run_times)#
Parameters:

  • parameter_samples (ndarray)

  • high_fidelity_qoi_values (ndarray)

  • low_fidelity_qoi_values (ndarray)

  • mean (ndarray)

  • variance (ndarray)

  • standard_error (ndarray)

  • control_variate_coefficients (ndarray)

  • paired_correlations (ndarray)

  • high_fidelity_sample_count (int)

  • low_fidelity_sample_count (int)

  • pilot_sample_count (int | None)

  • low_to_high_fidelity_cost_ratio (float)

  • high_fidelity_equivalent_cost (float)

  • used_multifidelity_estimator (bool)

  • high_fidelity_run_times (ndarray)

  • low_fidelity_run_times (ndarray)

Return type:

None

Methods

__init__(parameter_samples, ...)

Attributes

parameter_samples

high_fidelity_qoi_values

low_fidelity_qoi_values

mean

variance

standard_error

control_variate_coefficients

paired_correlations

high_fidelity_sample_count

low_fidelity_sample_count

pilot_sample_count

low_to_high_fidelity_cost_ratio

high_fidelity_equivalent_cost

used_multifidelity_estimator

high_fidelity_run_times

low_fidelity_run_times