Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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probability_refinement


Allow refinement of probability and generalized reliability results using importance sampling

Topics

This keyword is related to the topics:

Specification

Alias: sample_refinement

Argument(s): none

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.