matflow.subset_simulation.subset_simulation.generate_next_level_samples_ACS#

matflow.subset_simulation.subset_simulation.generate_next_level_samples_ACS(performance, num_chains, num_states, dimension, chain_seeds, chain_g, level_idx, master_seed, threshold, chains_per_update, transformation=None, prop_std=1.0, lambda_=1.0, debug=False)#

Generate one conditional level using adaptive conditional sampling (aka adaptive subset infinity).

Parameters:
  • chains_per_update – The number of Markov chains (as a fraction of the number of samples per level) that will run before lambda_ is updated. As an integer number, known as Na elsewhere.

  • prop_std – Initial variance of the proposal distribution.

  • lambda – Initial scaling parameter.

  • transformation (Callable | None) –

  • debug (bool) –

Return type:

ACSLevelSamplingResult