Title of article
FiEstAS sampling—a Monte Carlo algorithm for multidimensional numerical integration Original Research Article
Author/Authors
Yago Ascasibar، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2008
Pages
7
From page
881
To page
887
Abstract
This paper describes a new algorithm for Monte Carlo integration, based on the Field Estimator for Arbitrary Spaces (FiEstAS). The algorithm is discussed in detail, and its performance is evaluated in the context of Bayesian analysis, with emphasis on multimodal distributions with strong parameter degeneracies. Source code is available upon request.
Keywords
Numerical integration , Monte Carlo importance sampling , Bayesian inference
Journal title
Computer Physics Communications
Serial Year
2008
Journal title
Computer Physics Communications
Record number
1137561
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