A Monte Carlo method for high dimensional integration

DOI10.1007/BF01406511zbMath0669.65011MaRDI QIDQ1118967

Yosihiko Ogata

Publication date: 1989

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133348

zbMATH Keywords

numerical examplenumerical integrationnumerical experimentsFORTRAN programcrude Monte Carlo methodhigh dimensional functionshigh dimensional integrationMetropolis Monte Carlo algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Software, source code, etc. for problems pertaining to real functions (26-04)

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Cites Work

• Likelihood estimation of soft-core interaction potentials for Gibbsian point patterns
• Estimation of interaction potentials of spatial point patterns through the maximum likelihood procedure
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