Modified Metropolis–Hastings algorithm with delayed rejection
By Konstantin Zuev, Lambros S. Katafygiotis. 2011
59 citations recorded by the source corpus.
Subfields: Safety, Risk, Reliability and Quality, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/e08ac09c7058f790a9e7cee47dfcd4b4fb834729
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Safety, Risk, Reliability and Quality
- Iason Papaioannou
- Daniel Straub
- J. Hurtado
- Kilian Zwirglmaier
- Felipe Uribe
- Diego A. Alvarez
- Wolfgang Betz
In Statistics and Probability
- Iason Papaioannou
- Daniel Straub
- Felipe Uribe
- Diego A. Alvarez
- J. Hurtado
- Kilian Zwirglmaier
- Wolfgang Betz
- Kai Cheng
Citations in the corpus
- MCMC algorithms for Subset Simulation (2015, background): “Recently, a number of MCMC algorithms that aim at a further improvement of the acceptance rate of the component-wise M-H have been proposed (Miao & Ghosn 2011, Santoso et al. 2011, Zuev & Katafygiotis 2011, Zuev et al. 2012).”
- Estimation of the lower and upper bounds on the probability of failure using subset simulation and random set theory (2018, methodology): “…methods include: modified Metropolis algorithm (Au and Beck, 2001), modified Metropolis-Hastings with grouping of samples (Au and Beck, 2003), modified Metropolis-Hasting with delayed rejection (Zuev and Katafygiotis, 2011), adaptive conditional sampling Papaioannou et al. (2015), among others.”