A Monte Carlo Method for High Dimensional Integration.
Numerische Mathematik, Tome 55 (1987) no. 4, pp. 137-158
Cet article a éte moissonné depuis la source European Digital Mathematics Library
Mots-clés :
crude Monte Carlo method, numerical integration, high dimensional functions, Metropolis Monte Carlo algorithm, numerical experiments, numerical example, high dimensional integration, FORTRAN program
@article{NUMA_1987__55_4_133348,
author = {Yosihiko Ogata},
title = {A {Monte} {Carlo} {Method} for {High} {Dimensional} {Integration.}},
journal = {Numerische Mathematik},
pages = {137--158},
year = {1987},
volume = {55},
number = {4},
zbl = {0669.65011},
url = {http://geodesic.mathdoc.fr/item/NUMA_1987__55_4_133348/}
}
Yosihiko Ogata. A Monte Carlo Method for High Dimensional Integration.. Numerische Mathematik, Tome 55 (1987) no. 4, pp. 137-158. http://geodesic.mathdoc.fr/item/NUMA_1987__55_4_133348/