Optimality conditions for MCMC in rare event risk analysis.

Siu-Kui Au

Siu-Kui Au Optimality conditions for MCMC in rare event risk analysis. 111539 2026 265 Reliab. Eng. Syst. Saf. https://doi.org/10.1016/j.ress.2025.111539 db/journals/ress/ress265.html#Au26 streams/journals/ress

Zuo Zhu Siu-Kui Au James M. W. Brownjohn Bayesian synchronisation of multi-channel ambient vibration signals. 111574 2026 265 Reliab. Eng. Syst. Saf. https://doi.org/10.1016/j.ress.2025.111574 db/journals/ress/ress265.html#ZhuAB26 streams/journals/ress

Siu-Kui Au Second derivatives for optimizing MCMC in rare event risk analysis, and first passage problems. 112008 2026 268 Reliab. Eng. Syst. Saf. https://doi.org/10.1016/j.ress.2025.112008 db/journals/ress/ress268.html#Au26a streams/journals/ress

Siu-Kui Au Xin Zhou Adaptive proposal length scale in Subset Simulation. 111069 2025 261 Reliab. Eng. Syst. Saf. https://doi.org/10.1016/j.ress.2025.111069 db/journals/ress/ress261.html#AuZ25 streams/journals/ress

Siu-Kui Au A limit formula and recursive algorithm for multivariate Normal tail probability. 20 2025 February 35 Stat. Comput. 1 https://doi.org/10.1007/s11222-024-10552-z db/journals/sac/sac35.html#Au25 streams/journals/sac

Siu-Kui Au Zi-Jun Cao Reliability Sensitivity with Response Gradient. 2025 October abs/2510.09315 CoRR https://doi.org/10.48550/arXiv.2510.09315 db/journals/corr/corr2510.html#abs-2510-09315 streams/journals/corr

Siu-Kui Au A limit formula and a series expansion for the bivariate Normal tail probability. 152 2024 October 34 Stat. Comput. 5 https://doi.org/10.1007/s11222-024-10466-w db/journals/sac/sac34.html#Au24 streams/journals/sac

Hock-Lim Cheng Janne Seppänen Matti Lehtonen Siu-Kui Au Applying Bayesian Approach in Real-Time Monitoring of Converter-Driven Oscillation. 1-5 2023 ISGT EUROPE https://doi.org/10.1109/ISGTEUROPE56780.2023.10407200 conf/isgteurope/2023 db/conf/isgteurope/isgteurope2023.html#ChengSLA23

Chinmaya Mishra Simon Maskell Siu-Kui Au Jason F. Ralph Efficient Estimation of Probability of Conflict Between Air Traffic Using Subset Simulation. 2719-2742 2019 55 IEEE Trans. Aerosp. Electron. Syst. 6 https://doi.org/10.1109/TAES.2019.2899714 db/journals/taes/taes55.html#MishraMAR19

Zhi-Yong Yang Zi-Jun Cao Xiao-Bo Feng Dian-Qing Li Siu-Kui Au Robustness of Subset Simulation to Functional Forms of Limit State Functions in System Reliability Analysis: Revisiting and Improvement. 66-78 2018 67 IEEE Trans. Reliab. 1 https://doi.org/10.1109/TR.2017.2710203 db/journals/tr/tr67.html#YangCFLA18

Siu-Kui Au Edoardo Patelli Rare event simulation in finite-infinite dimensional space. 67-77 2016 148 Reliab. Eng. Syst. Saf. https://doi.org/10.1016/j.ress.2015.11.012 https://www.wikidata.org/entity/Q57253462 db/journals/ress/ress148.html#AuP16

Chinmaya Mishra Simon Maskell Siu-Kui Au Jason F. Ralph Efficient estimation of probability of conflict between air traffic using Subset Simulation. 2016 abs/1604.07363 CoRR http://arxiv.org/abs/1604.07363 db/journals/corr/corr1604.html#MishraMAR16

Yu Wang 0042 Siu-Kui Au Spatial distribution of water supply reliability and critical links of water supply to crucial water consumers under an earthquake. 534-541 2009 94 Reliab. Eng. Syst. Saf. 2 https://doi.org/10.1016/j.ress.2008.06.012 db/journals/ress/ress94.html#WangA09

Daniel P. Thunnissen Siu-Kui Au Edward R. Swenka Uncertainty Quantification in Conceptual Design via an Advanced Monte Carlo Method. 902-917 2007 4 J. Aerosp. Comput. Inf. Commun. 7 https://doi.org/10.2514/1.28307 db/journals/jacic/jacic4.html#ThunnissenAS07

James M. W. Brownjohn Zi-Jun Cao Hock-Lim Cheng Xiao-Bo Feng Matti Lehtonen Dian-Qing Li Simon Maskell Chinmaya Mishra Edoardo Patelli Jason F. Ralph Janne Seppänen Edward R. Swenka Daniel P. Thunnissen Yu Wang 0042 Zhi-Yong Yang Xin Zhou Zuo Zhu