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Description
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
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