The Generalized Splitting Method

by Zdravko Botev

We describe a new Monte Carlo algorithm for the consistent and unbiased estimation of multidimensional integrals and the efficient sampling from multidimensional densities. The algorithm is inspired... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838397266
• ISBN13: 9783838397269
• Release Date: September 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 140 Pages
• Weight: 0.47 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"