Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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Importance sampling option


Alias: none

Argument(s): none


adapt_import centers a sampling density at one of the initial LHS samples identified in the failure region. It then generates the importance samples, weights them by their probability of occurence given the original density, and calculates the required probability (CDF or CCDF level). This continues iteratively until the failure probability estimate converges.