A novel adaptive importance sampling algorithm based on Markov chain and low-discrepancy sequence

Equation of State Calculations by Fast Computing Machines

N. Metropolis, Arianna W. Rosenbluth, M. N. Rosenbluth et al. · The Journal of Chemical Physics · 1953 · 36.5K citations

Numerical Analysis, Engineering, Material Simulation +22

Estimation of small failure probabilities in high dimensions by subset simulation

Siu‐Kui Au, James L. Beck · Probabilistic Engineering Mechanics · 2001 · 2.3K citations

Reliability Engineering, Small Failure Probabilities, High Dimensions +12

Optimization algorithms for structural reliability

Pei-Ling Liu, Armen Der Kiureghian · Structural Safety · 1991 · 634 citations

Structural Integrity, Reliability Engineering, Engineering +8

A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models

Benjamin Echard, Nicolas Gayton, Maurice Lemaire et al. · Reliability Engineering & System Safety · 2012 · 629 citations

Reliability, Reliability Engineering, Small Failure Probabilities +12

Number-Theoretic Methods in Statistics.

B. D. Ripley, K.-T. Fang, Y. Wang · Journal of the Royal Statistical Society Series A (Statistics in Society) · 1995 · 625 citations

Density Estimation, Number-theoretic Method, Statistical Foundation +7