JMP uses the multivariate radial strata method for each factor that uses the Normal Weighted distribution. This seems to work better than a number of Importance Sampling methods, as a multivariate Normal Integrator accurate in the extreme tails.
First, define strata and calculate corresponding probabilities and weights. For d random factors, the strata are radial intervals as follows.
NStrata – 1
Select a strata as mod(i – 1, NStrata) for run i.
Determine a random n-dimensional direction by scaling multivariate Normal (0,1) deviates to unit norm.