Allow refinement of probability and generalized reliability results using importance sampling

Topics

This keyword is related to the topics:

reliability_methods

Specification

Alias: sample_refinement

Argument(s): none

Default: no refinement

Required/Optional	Description of Group	Dakota Keyword	Dakota Keyword Description
Required (Choose One)	Group 1	import	Sampling option
		adapt_import	Importance sampling option
		mm_adapt_import	Sampling option
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.