MCMC algorithms for Subset Simulation - Papaioannou, Iason; Betz, Wolfgang; Zwirglmaier, Kilian; Straub, Daniel (Probabilistic engineering mechanics, 2015)
Keywords: Accuracy; Adaptive algorithms; Adaptive scaling; Algorithms; Computer simulation; Conditional sampling; High dimensions; MCMC; Monte Carlo methods; Probability theory; Reliability analysis; Sampling; Subset Simulation; MCMC; Adaptive scaling; Reliability analysis; Subset Simulation; High dimensions; Conditional sampling