1. Adams, B.M., Bohnhoff, W.J., Dalbey, K.R., Eddy, J.P., Eldred, M.S., Gay, D.M., Haskell, K., Hough, P.D., and Swiler, L.P. "DAKOTA, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis: Version 5.0 User's Manual," Sandia Technical Report SAND2010-2183, December 2009. Updated May, 2013 (version 5.3.1).
2. Efficient Global Reliability Analysis for Nonlinear Implicit Performance Functions
3. Srinivasan, R., Importance Sampling, Springer-Verlag, Berlin, 2002.
4. Introduction to importance sampling in rare-event simulations