General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals (Q1360109)
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English | General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals |
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General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals (English)
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18 May 1999
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Monte Carlo sampling
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high-dimensional integral
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Markov chain
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convergence
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unbounded regions
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unbounded integrands
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Bayesian posterior distributions
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