Riemannian Manifold Hamiltonian Monte Carlo based subset simulation for reliability analysis in non-Gaussian space

2022 ◽  
Vol 94 ◽  
pp. 102134
Author(s):  
Weiming Chen ◽  
Ziqi Wang ◽  
Marco Broccardo ◽  
Junho Song
Keyword(s):  
Monte Carlo ◽  
Riemannian Manifold ◽  
Reliability Analysis ◽  
Subset Simulation ◽  
Hamiltonian Monte Carlo ◽  
Non Gaussian ◽  
Gaussian Space

scholarly journals Parallel Markov chain Monte Carlo for non-Gaussian posterior distributions

Stat ◽  
2015 ◽  
Vol 4 (1) ◽  
pp. 304-319 ◽  
Author(s):  
Alexey Miroshnikov ◽  
Zheng Wei ◽  
Erin Marie Conlon
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Posterior Distributions ◽  
Non Gaussian
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