A theory of statistical models for Monte Carlo integration
نویسندگان
چکیده
منابع مشابه
A Theory of Statistical Models for Monte Carlo Integration
The task of estimating an integral by Monte Carlo methods is formulated as a statistical model using simulated observations as data. The difficulty in this exercise is that we ordinarily have at our disposal all of the information required to compute integrals exactly by calculus or numerical integration, but we choose to ignore some of the information for simplicity or computational feasibilit...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2003
ISSN: 1369-7412
DOI: 10.1111/1467-9868.00404