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

DOI10.1016/J.CPC.2008.07.011MaRDI QIDQ711064zbMATHOpenAlexFDO

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

Bayesian inferencenumerical integration\textit{FiEstAS}Monte Carlo importance sampling

Mathematics Subject Classification ID

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

Recommendations

• Vegas revisited: Adaptive Monte Carlo integration beyond factorization
• Publication:3359721
• An adaptive Monte Carlo integration algorithm with general division approach
• A Monte Carlo method for high dimensional integration
• A new technique for sampling multi-modal distributions

Cites work

• 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?)
• 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
• Sampling using a `bank' of clues

Cited in

(4)

• CIMBA: fast Monte Carlo generation using cubic interpolation
• A \(1/t\) algorithm with the density of two states for estimating multidimensional integrals
• Estimating multidimensional probability fields using the field estimator for arbitrary spaces (FiEstAS) with applications to astrophysics
• A cluster-sample approach for Monte Carlo integration using multiple samplers

Describes a project that uses

Uses Software

• TESTPACK

This page was built for publication: FiEstAS sampling -- a Monte Carlo algorithm for multidimensional numerical integration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q711064)