FiEstAS sampling-a Monte Carlo algorithm for multidimensional numerical integration

Computer Physics Communications

Volumn 179, Issue 12, 2008, Pages 881-887

  Ascasibar, Yago ^a,b  

^a ASTROPHYSIKALISCHES INSTITUT POTSDAM   (Germany)

^b UNIVERSIDAD AUTÓNOMA DE MADRID   (Spain)

Author keywords

Bayesian inference; Monte Carlo importance sampling; Numerical integration

Indexed keywords

BAYESIAN NETWORKS; INFERENCE ENGINES; INTEGRATION; INTERPOLATION; NUMERICAL ANALYSIS;

ARBITRARY SPACES; BAYESIAN ANALYSIS; BAYESIAN INFERENCE; MONTE CARLO; MONTE CARLO IMPORTANCE SAMPLING; MONTE CARLO INTEGRATIONS; MULTIDIMENSIONAL NUMERICAL INTEGRATIONS; MULTIMODAL DISTRIBUTIONS; NEW ALGORITHMS; NUMERICAL INTEGRATION; SOURCE CODES;

MONTE CARLO METHODS;

EID: 55549129930     PISSN: 00104655     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cpc.2008.07.011     Document Type: Article

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