.. _method-surrogate_based_uq-probability_refinement: """""""""""""""""""""" probability_refinement """""""""""""""""""""" Allow refinement of probability and generalized reliability results using importance sampling **Topics** reliability_methods .. toctree:: :hidden: :maxdepth: 1 method-surrogate_based_uq-probability_refinement-import method-surrogate_based_uq-probability_refinement-adapt_import method-surrogate_based_uq-probability_refinement-mm_adapt_import method-surrogate_based_uq-probability_refinement-refinement_samples **Specification** - *Alias:* sample_refinement - *Arguments:* None - *Default:* no refinement **Child Keywords:** +-------------------------+--------------------+------------------------+---------------------------------------------+ | Required/Optional | Description of | Dakota Keyword | Dakota Keyword Description | | | Group | | | +=========================+====================+========================+=============================================+ | Required (Choose One) | Importance | `import`__ | Importance sampling option for probability | | | Sampling Approach | | refinement | | | +------------------------+---------------------------------------------+ | | | `adapt_import`__ | Importance sampling option for probability | | | | | refinement | | | +------------------------+---------------------------------------------+ | | | `mm_adapt_import`__ | Importance sampling option for probability | | | | | refinement | +-------------------------+--------------------+------------------------+---------------------------------------------+ | Optional | `refinement_samples`__ | Number of samples used to refine a | | | | probabilty estimate or sampling design. | +----------------------------------------------+------------------------+---------------------------------------------+ .. __: method-surrogate_based_uq-probability_refinement-import.html __ method-surrogate_based_uq-probability_refinement-adapt_import.html __ method-surrogate_based_uq-probability_refinement-mm_adapt_import.html __ method-surrogate_based_uq-probability_refinement-refinement_samples.html **Description** The ``probability_refinement`` allows refinement of probability and generalized reliability results using importance sampling. If one specifies ``probability_refinement``, there are some additional options. One can specify which type of importance sampling to use ( ``import``, ``adapt_import``, or ``mm_adapt_import``). Additionally, one can specify the number of refinement samples to use with ``.refinement_samples`` and the seed to use with ``seed``. The ``probability_refinement`` density reweighting accounts originally was developed based on Gaussian distributions. It now accounts for additional non-Gaussian cases.