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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 and is accurate at estimating in the extreme tails.
First, define the number of strata. The strata are a net of hyperspheres that are centered around 0. For d random factors, the strata are defined by their radial intervals as follows.
Table 8.1 Strata Intervals 
1.
Select a strata as mod(i – 1, NStrata) for run i.
2.
Determine a random n-dimensional direction by scaling multivariate Normal (0,1) deviates to unit norm.

Help created on 3/19/2020