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

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.

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.