Efficient Stochastic Approaches for Multidimensional Integrals in Bayesian Statistics

DOI10.1007/978-3-030-41032-2_52OpenAlexW3005980214MaRDI QIDQ3297727

Venelin Todorov, Ivan T. Dimov

Publication date: 20 July 2020

Published in: Large-Scale Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-41032-2_52

zbMATH Keywords

Bayesian statisticsmachine learningmultidimensional integralsMonte Carlo and quasi-Monte Carlo algorithms

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Uses Software

• Algorithm 823

Cites Work

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• Monte Carlo algorithms for evaluating Sobol' sensitivity indices
• On the \(L_2\)-discrepancy for anchored boxes
• Algebraic Analysis for Nonidentifiable Learning Machines
• Lattice Methods for Multiple Integration: Theory, Error Analysis and Examples
• An economic method of computing LPτ-sequences
• Monte Carlo Methods for Applied Scientists
• Algorithm 823

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