probability_refinement

Allow refinement of probability and generalized reliability results using importance sampling

Topics

reliability_methods

Specification

• Alias: sample_refinement

• Arguments: None

Child Keywords:

Required/Optional	Description of Group	Dakota Keyword	Dakota Keyword Description
Required (Choose One)	Importance Sampling Approach	import	Importance sampling option for probability 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.
Optional		seed	Seed of the random number generator

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.