Estimate a probability with Latin Hypercube Sampling

In this example we show how to use the LHS algorithm to estimate the probability of an event. We consider the axial stressed beam example.

from openturns.usecases import stressed_beam
import openturns as ot

ot.Log.Show(ot.Log.NONE)

We load the model from the usecases module :

sm = stressed_beam.AxialStressedBeam()

We get the input parameter distribution :

distribution = sm.distribution

and get the model :

model = sm.model

We create the event whose probability we want to estimate.

vect = ot.RandomVector(distribution)
G = ot.CompositeRandomVector(model, vect)
event = ot.ThresholdEvent(G, ot.Less(), 0.0)

Create a LHS algorithm.

algo = ot.LHS(event)
algo.setMaximumCoefficientOfVariation(0.05)
algo.setMaximumOuterSampling(int(1e5))
algo.run()

Retrieve results.

result = algo.getResult()
probability = result.getProbabilityEstimate()
print("Pf=", probability)

Pf= 0.029342988609791055