Modified Metropolis–Hastings algorithm with reduced chain correlation for efficient subset simulation

By A. Santoso, Kok-Kwang Phoon, S. Quek. 2011

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MCMC algorithms for Subset Simulation (2015, methodology): “The method of Santoso et al. (2011) does not allow for an analytical expression of the transition PDF, hence satisfaction of the reversibility condition cannot be verified analytically.”
Probabilistic analysis of strip footings resting on a spatially random soil using subset simulation approach (2012, methodology): “( 2010 ) who applied the subset simulation approach to one-dimensional (1D) random field problems, the subset simulation method was mainly applied in the literature to problems where the uncertain parameters were modelled by random variables.”
Metamodel-based importance sampling for structural reliability analysis (2011, methodology): “Subset simulation (Au and Beck, 2001; Ching et al., 2005a,b; Santoso et al., 2010) computes the failure probability as a product of conditional probabilities, each of them being estimated by Markov Chain Monte Carlo simulation.”
Bayesian identification of soil stratigraphy based on soil behaviour type index (2019, background): “19 several successful applications in geotechnical engineering (e.g., Au et al. 2010; Wang et al. 2010a, 2011; Santoso et al. 2011; Ahmed and Soubra 2014; Li et al. 2016a,b; Xiao et al. 2016; Huang et al. 2017a).”