Skip to content

importance sampling creation #97

@am-kaiser

Description

@am-kaiser

Business need

Functionality to help users to create importance samples and weights if the env data distribution is known.

Definition of done

  • move importance sampling creation to src
  • verified math according to paper
  • link paper as source
  • minimal unit test

Notes

  • Theory is explained in the apendix of: "Winter, Sebastian, Christian Agrell, Juan Camilo Guevara Gómez, and Erik Vanem. “Efficient Long-Term Structural Reliability Estimation with Non-Gaussian Stochastic Models: A Design of Experiments Approach.” arXiv, March 3, 2025. https://doi.org/10.48550/arXiv.2503.01566."

Future work

  • nice to have: code how to get env data distribution if it is unknown

Metadata

Metadata

Assignees

Labels

No labels
No labels

Type

No type

Projects

No projects

Milestone

No milestone

Relationships

None yet

Development

No branches or pull requests

Issue actions