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 |
|
Importance sampling option for probability refinement |
|||
Importance sampling option for probability refinement |
|||
Optional |
Number of samples used to refine a probabilty estimate or sampling design. |
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.