Integration of Multimodal Functions by Monte Carlo Importance Sampling

DOI10.2307/2290324zbMath0782.65038OpenAlexW4229706959MaRDI QIDQ5288902

Man-Suk Oh, James O. Berger

Publication date: 28 February 1994

Full work available at URL: https://doi.org/10.2307/2290324

zbMATH Keywords

mixturealgorithmweight functionimportance samplingvariance reductionMonte Carlo integrationrandom variate generationcontrol variateimportance function

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32)

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