97 citations · 206 across the 14 of their papers we have counts for
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stat.CO2011★ 1 cited
Bayesian Post-Processor and other Enhancements of Subset Simulation for Estimating Failure Probabilities in High Dimensions
Konstantin M. Zuev, James L. Beck, Siu-Kui Au +1
Estimation of small failure probabilities is one of the most important and challenging computational problems in reliability engineering. The failure probability is usually given b…
stat.CO2011★ 11 cited
Asymptotically Independent Markov Sampling: a new MCMC scheme for Bayesian Inference
James L. Beck, Konstantin M. Zuev
In Bayesian statistics, many problems can be expressed as the evaluation of the expectation of a quantity of interest with respect to the posterior distribution. Standard Monte Car…