The Malaysian government has warned the U.S. Embassy about an "unverified threat" in central Kuala Lumpur, the country's main city, the embassy said Thursday. "The American Embassy in Kuala Lumpur has received information from the Malaysian government regarding an anonymous, unverified threat in central Kuala Lumpur," it said in an advisory to U.S. citizens in Kuala Lumpur. "The U.S. government is working with the Malaysian authorities to try to verify this information. American citizens may notice an increase in security around Kuala Lumpur as a precautionary measure," it said without elaborating.