A Note on Monte Carlo Integration in High Dimensions.
Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo integration using techniques from the high-dimensional statistics lit...
| Publicado en: | American Statistician Vol. 78; no. 3; pp. 290 - 297 |
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| Formato: | Artículo |
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Taylor & Francis Ltd
Aug2024
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| Acceso en línea: | Ver este registro en EBSCOhost |