MCMC algorithms for Subset Simulation

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

Monte Carlo sampling methods using Markov chains and their applications

W. Keith Hastings · Biometrika · 1970 · 14.9K citations

Sampling Method, Engineering, Monte Carlo +12

Markov Chains for Exploring Posterior Distributions

Luke Tierney · The Annals of Statistics · 1994 · 3.5K citations · Full text

Bayesian Statistic, Markov Chains, Engineering +13

An Adaptive Metropolis Algorithm

Heikki Haario, Eero Saksman, Johanna Tamminen · Bernoulli · 2001 · 2.7K citations

Engineering, Monte Carlo Methods, Markov Chain Monte Carlo +16

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