probability_refinement
Allow refinement of probability and generalized reliability results using importance sampling
Topics
reliability_methods
Specification
Alias: sample_refinement
Arguments: None
Default: no refinement
Child Keywords:
Required/Optional |
Description of Group |
Dakota Keyword |
Dakota Keyword Description |
|---|---|---|---|
Required (Choose One) |
Importance Sampling Approach |
Importance sampling option for probability refinement |
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Importance sampling option for probability refinement |
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Importance sampling option for probability refinement |
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Optional |
Number of samples used to refine a probabilty estimate or sampling design. |
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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.
