FiEstAS sampling -- a Monte Carlo algorithm for multidimensional numerical integration

DOI10.1016/J.CPC.2008.07.011zbMath1197.65029OpenAlexW2057926661MaRDI QIDQ711064

Yago Ascasibar

Publication date: 25 October 2010

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cpc.2008.07.011

zbMATH Keywords

numerical integrationBayesian inference\textit{FiEstAS}Monte Carlo importance sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

Related Items (2)

A \(1/t\) algorithm with the density of two states for estimating multidimensional integrals ⋮ Estimating multidimensional probability fields using the field estimator for arbitrary spaces (FiEstAS) with applications to astrophysics

Uses Software

• TESTPACK

Cites Work

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• Cuba -- a library for multidimensional numerical integration
• Sampling using a `bank' of clues
• A new algorithm for adaptive multidimensional integration
• A Nested Partitioning Procedure for Numerical Multiple Integration
• An adaptive algorithm for the approximate calculation of multiple integrals

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