An alternative algorithm for estimating integrals

MaRDI QIDQ3410392zbMATH OpenFDO

Authors Guorong Hu, Baoxue Zhang, Ning-Zhong Shi

Publication date 27 November 2006

zbMATH Keywords

algorithmdiscrete Gibbs sampling methodhigh dimensional integralimportant samplingMonte Carlo sampling algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cited in

(1)

• An adaptive Monte Carlo integration algorithm with general division approach

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