Estimation of small failure probabilities based on thermodynamic integration and parallel tempering

Equation of State Calculations by Fast Computing Machines

N. Metropolis, Arianna W. Rosenbluth, M. N. Rosenbluth et al. · The Journal of Chemical Physics · 1953 · 37.1K citations

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Monte Carlo sampling methods using Markov chains and their applications

W. Keith Hastings · Biometrika · 1970 · 15.2K citations

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Exchange Monte Carlo Method and Application to Spin Glass Simulations

Journal of the Physical Society of Japan · 1996 · 2.5K citations · Full text

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Estimation of small failure probabilities in high dimensions by subset simulation

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Benjamin Echard, Nicolas Gayton, Maurice Lemaire · Structural Safety · 2011 · 1.9K citations

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