On the Computation of Multidimensional Integrals by the Monte-Carlo Method

DOI10.1137/1116083MaRDI QIDQ5672059zbMATH OpenOpenAlexFDO

Authors V. F. Turcin

Publication date 1971

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1116083

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Monte Carlo methods (65C05) Numerical integration (65D30)

Cited in

(15)

• On the Bayesian calibration of computer model mixtures through experimental data, and the design of predictive models
• Hit and run as a unifying device
• Random sampling: billiard walk algorithm
• Asymptotic analysis of noisy fitness maximization, applied to metabolism \& growth
• Simple conditions for metastability of continuous Markov chains
• Hit and Run Sampling from Tropically Convex Sets
• Nested sampling methods
• Convergence of Gibbs sampling: coordinate hit-and-run mixes fast
• Investigation of feasible and marginal operating regimes of electric power systems
• Randomized methods based on new Monte Carlo schemes for control and optimization
• Accelerated convergence in Hit-and-Run Monte Carlo and a coordinate-free randomized Kaczmarz algorithm
• Convergence of Gibbs sampling: coordinate hit-and-run mixes fast
• Hit-and-run mixing via localization schemes
• On the _0 isoperimetric coefficient for measurable sets
• Gibbs sampling, exponential families and orthogonal polynomials

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