.. _method-multilevel_polynomial_chaos-probability_refinement:

""""""""""""""""""""""
probability_refinement
""""""""""""""""""""""


Allow refinement of probability and generalized reliability results using importance sampling



**Topics**


reliability_methods


.. toctree::
   :hidden:
   :maxdepth: 1

   method-multilevel_polynomial_chaos-probability_refinement-import
   method-multilevel_polynomial_chaos-probability_refinement-adapt_import
   method-multilevel_polynomial_chaos-probability_refinement-mm_adapt_import
   method-multilevel_polynomial_chaos-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-multilevel_polynomial_chaos-probability_refinement-import.html
__ method-multilevel_polynomial_chaos-probability_refinement-adapt_import.html
__ method-multilevel_polynomial_chaos-probability_refinement-mm_adapt_import.html
__ method-multilevel_polynomial_chaos-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.