A Monte Carlo method for high dimensional integration

DOI10.1007/BF01406511zbMath0669.65011MaRDI QIDQ1118967

Yosihiko Ogata

Publication date: 1989

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133348

zbMATH Keywords

numerical example; numerical integration; numerical experiments; FORTRAN program; crude Monte Carlo method; high dimensional functions; high dimensional integration; Metropolis Monte Carlo algorithm

Mathematics Subject Classification ID

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

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