FiEstAS sampling-a Monte Carlo algorithm for multidimensional numerical integration

被引：6

作者：

Ascasibar, Yago ^{[1
,2
]}

机构：

[1] Inst Astrophys, D-14482 Potsdam, Germany

[2] Univ Autonoma Madrid, Dpto Fis Teor, E-28049 Madrid, Spain

来源：

COMPUTER PHYSICS COMMUNICATIONS | 2008年 / 179卷 / 12期

关键词：

Numerical integration; Bayesian inference; Monte Carlo importance sampling;

D O I：

10.1016/j.cpc.2008.07.011

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

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 or Bayesian analysis, with emphasis on multimodal distributions With strong parameter degeneracies. Source code is available upon request. (c) 2008 Elsevier B.V. All rights reserved.

引用

页码：881 / 887

页数：7

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