FiEstAS sampling -- a Monte Carlo algorithm for multidimensional numerical integration

DOI10.1016/J.CPC.2008.07.011MaRDI QIDQ711064zbMATH OpenOpenAlexFDO

Authors Yago Ascasibar

Publication date 25 October 2010

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cpc.2008.07.011

zbMATH Keywords

\textit{FiEstAS}Bayesian inferenceMonte Carlo importance samplingnumerical integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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Cites work

• A Nested Partitioning Procedure for Numerical Multiple Integration
• A new algorithm for adaptive multidimensional integration
• An adaptive algorithm for the approximate calculation of multiple integrals
• Cuba -- a library for multidimensional numerical integration
• scientific article; zbMATH DE number 6114093 (Why is no real title available?)
• scientific article; zbMATH DE number 2061729 (Why is no real title available?)
• scientific article; zbMATH DE number 274399 (Why is no real title available?)
• Sampling using a `bank' of clues

Cited in

(6)

• A \(1/t\) algorithm with the density of two states for estimating multidimensional integrals
• A cluster-sample approach for Monte Carlo integration using multiple samplers
• Estimating multidimensional probability fields using the field estimator for arbitrary spaces (FiEstAS) with applications to astrophysics
• CIMBA: fast Monte Carlo generation using cubic interpolation
• Explicit solutions of Genz test integrals
• Exploring ISR phase space in proton-proton collision with adaptive grid and veto algorithms

Describes a project that uses

Uses Software

• TESTPACK

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