Dakota Reference Manual
Version 6.4
LargeScale Engineering Optimization and Uncertainty Analysis

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.