A Monte Carlo method for high dimensional integration
From MaRDI portal
Publication:1118967
DOI10.1007/BF01406511zbMath0669.65011MaRDI QIDQ1118967
Publication date: 1989
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/133348
numerical example; numerical integration; numerical experiments; FORTRAN program; crude Monte Carlo method; high dimensional functions; high dimensional integration; Metropolis Monte Carlo algorithm
65C05: Monte Carlo methods
41A63: Multidimensional problems
41A55: Approximate quadratures
65D32: Numerical quadrature and cubature formulas
26-04: Software, source code, etc. for problems pertaining to real functions
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Cites Work
