Sampling and change of measure for Monte Carlo integration on simplices
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Publication:6202021
DOI10.1007/s10915-024-02461-0OpenAlexW4391774229MaRDI QIDQ6202021
Reiichiro Kawai, Unnamed Author
Publication date: 21 February 2024
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-024-02461-0
Multivariate distribution of statistics (62H10) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical integration (65D30)
Cites Work
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