Integration of Multimodal Functions by Monte Carlo Importance Sampling

DOI10.2307/2290324zbMATH Open0782.65038OpenAlexW4229706959MaRDI QIDQ5288902FDOQ5288902

Authors: Man-Suk Oh, James O. Berger 

Publication date: 28 February 1994

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

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zbMATH Keywords

mixtureimportance samplingvariance reductionalgorithmcontrol variaterandom variate generationweight functionMonte Carlo integrationimportance function

Mathematics Subject Classification ID

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

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