General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals
type: Item
instance of: scholarly article
title: General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals
zbMATH Open document ID: 0912.65011
DOI: 10.1016/0167-6377(96)00030-2
author: Ming-Hui Chen
author: Bruce W. Schmeiser
published in: Operations Research Letters
publication date: 1999-05-18T00:00:00Z
Mathematics Subject Classification ID: 65D32
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1034127
zbMATH Keywords: Monte Carlo sampling
zbMATH Keywords: high-dimensional integral
zbMATH Keywords: Markov chain
zbMATH Keywords: convergence
zbMATH Keywords: unbounded regions
zbMATH Keywords: unbounded integrands
zbMATH Keywords: Bayesian posterior distributions
MaRDI profile type: Publication
full work available at URL: 0167-6377(96)00030-2
OpenAlex ID: W1996681199
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description: scientific article; zbMATH DE number 1034127