mm_adapt_import
Importance sampling option for probability refinement
Specification
Alias: None
Arguments: None
Description
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).
