Importance sampling option for probability refinement


  • Alias: None

  • Arguments: None


mm_adapt_import starts with all of the samples located in the failure region to build a multimodal sampling density. First, it uses a small number of samples around each of the initial samples in the failure region. Note that these samples are allocated to the different points based on their relative probabilities of occurrence: more probable points get more samples. This early part of the approach is done to search for “representative” points. Once these are located, the multimodal sampling density is set and then mm_adapt_import proceeds similarly to adapt_import (sample until convergence).