Add Subset benchmark #175
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Add Subset benchmark #175
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FriesischScott
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Thanks for this PR. Happy to merge. I think in the future we could update the benchmark limit state to a quadratic limit state. I think then you would see a bigger difference between the different subset methods. They do this in "MCMC algorithms for Subset Simulation", Papaioannou et al.:
You seem to be able to vary the dimensions, but you have to solve an integral to get pf:
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This PR replaces #168 . The benchmark is moved to a new dedicated section in the docs.
There are probably some mistakes here and there and the discussion of the results of increasing the samples per level and number of dimensions still has to be added.