1method-multilevel_sampling-allocation_target
2
3Blurb::
4Allocation statistics/target for the MLMC sample allocation.
5
6Description::
7Computes the variance of the estimator for a given statistics/target and fits sample allocation by solving the corresponding optimization problem. The \c allocation_target specification supports options of \c mean (default), \c variance an analytic approximation is available. Additionally, a numerical optimization can be used in that case, see \c variance option \ref method-multilevel_sampling-allocation_target-variance-optimization.
8
9<b> Default Behavior </b>
10"mean"
11
12Topics::
13
14Examples::
15The following method block
16\verbatim
17method,
18	model_pointer = 'HIERARCH'
19        multilevel_sampling
20	  pilot_samples = 20 seed = 1237
21	  convergence_tolerance = .01
22	  allocation_target = variance
23\endverbatim
24
25uses the variance as sample allocation target by computing its variance.
26
27Theory::
28Faq::
29See_Also::
30