Modified Metropolis-Hastings algorithm with reduced chain correlation for efficient subset simulation

Probabilistic Engineering Mechanics

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Bibliographic Details
Main Authors:	Santoso, A.M., Phoon, K.K., Quek, S.T.
Other Authors:	CIVIL & ENVIRONMENTAL ENGINEERING
Format:	Article
Published:	2014
Subjects:	Chain correlation Markov chain MetropolisHastings algorithm Reliability estimation Subset simulation
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/59127
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-59127
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spelling	sg-nus-scholar.10635-591272018-12-31T15:08:06Z Modified Metropolis-Hastings algorithm with reduced chain correlation for efficient subset simulation Santoso, A.M. Phoon, K.K. Quek, S.T. CIVIL & ENVIRONMENTAL ENGINEERING Chain correlation Markov chain MetropolisHastings algorithm Reliability estimation Subset simulation Probabilistic Engineering Mechanics 26 2 331-341 PEMEE 2014-06-17T05:30:53Z 2014-06-17T05:30:53Z 2011-04 Article Santoso, A.M., Phoon, K.K., Quek, S.T. (2011-04). Modified Metropolis-Hastings algorithm with reduced chain correlation for efficient subset simulation. Probabilistic Engineering Mechanics 26 (2) : 331-341. ScholarBank@NUS Repository. 02668920 http://scholarbank.nus.edu.sg/handle/10635/59127 000289825700023 Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Chain correlation Markov chain MetropolisHastings algorithm Reliability estimation Subset simulation
spellingShingle	Chain correlation Markov chain MetropolisHastings algorithm Reliability estimation Subset simulation Santoso, A.M. Phoon, K.K. Quek, S.T. Modified Metropolis-Hastings algorithm with reduced chain correlation for efficient subset simulation
description	Probabilistic Engineering Mechanics
author2	CIVIL & ENVIRONMENTAL ENGINEERING
author_facet	CIVIL & ENVIRONMENTAL ENGINEERING Santoso, A.M. Phoon, K.K. Quek, S.T.
format	Article
author	Santoso, A.M. Phoon, K.K. Quek, S.T.
author_sort	Santoso, A.M.
title	Modified Metropolis-Hastings algorithm with reduced chain correlation for efficient subset simulation
title_short	Modified Metropolis-Hastings algorithm with reduced chain correlation for efficient subset simulation
title_full	Modified Metropolis-Hastings algorithm with reduced chain correlation for efficient subset simulation
title_fullStr	Modified Metropolis-Hastings algorithm with reduced chain correlation for efficient subset simulation
title_full_unstemmed	Modified Metropolis-Hastings algorithm with reduced chain correlation for efficient subset simulation
title_sort	modified metropolis-hastings algorithm with reduced chain correlation for efficient subset simulation
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/59127
_version_	1681085173822652416

Modified Metropolis-Hastings algorithm with reduced chain correlation for efficient subset simulation

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