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

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

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http://scholarbank.nus.edu.sg/handle/10635/59127

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