The following text is a request from Emmanuel Ardillon in the EDF internal bug tracker:

Subset simulation is available in OpenTURNS, but it does not appear either in the "Theory" part of the doc or in the "Examples" part.
The only available information concerns the SubsetSampling class in the API part of the doc.
An example would make it more accessible to users.
What is needed:

• a use cas

Each section of the Users Manual should have a small discussion of theory behind the method. This should be just enough to understand the inputs and outputs, without derivations (typically no more than one page, see e.g. Nataf). If the theory is complex and requires elaborate discussion, references should be provided that give adequate background to the user.

• MCS

• LHS

• STS