On the Computation of Multidimensional Integrals by the Monte-Carlo Method

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Previous article Next article On the Computation of Multidimensional Integrals by the Monte-Carlo MethodV. F. TurchinV. F. Turchinhttps://doi.org/10.1137/1116083PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] N. Metropolis, Equation of state calculation by fast computing machines, J. Chem. Phys., 21 (1953), 1087–1092 10.1063/1.1699114 CrossrefGoogle Scholar[2] I. Z. Fisher, Statistical Theory of Liquids, M., Fizmatgiz, 1961, (In Russian.) Google Scholar[3] W. Feller, An Introduction to Probability Theory and its Applications, Vol. I, Wiley, New York, 1966 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Simple conditions for metastability of continuous Markov chains25 February 2021 | Journal of Applied Probability, Vol. 58, No. 1 Cross Ref Random Sampling Many-Dimensional Sets Arising in Control9 March 2021 | Mathematics, Vol. 9, No. 5 Cross Ref A comparison of Monte Carlo sampling methods for metabolic network models1 July 2020 | PLOS ONE, Vol. 15, No. 7 Cross Ref Robust and Fast Markov Chain Monte Carlo Sampling of Diffusion MRI Microstructure Models18 December 2018 | Frontiers in Neuroinformatics, Vol. 12 Cross Ref Randomization in Robustness, Estimation, and Optimization15 December 2018 Cross Ref On the Bayesian calibration of computer model mixtures through experimental data, and the design of predictive modelsJournal of Computational Physics, Vol. 342 Cross Ref Scales and multimodal flux distributions in stationary metabolic network models via thermodynamics28 June 2017 | Physical Review E, Vol. 95, No. 6 Cross Ref An analytic approximation of the feasible space of metabolic networks6 April 2017 | Nature Communications, Vol. 8, No. 1 Cross Ref Asymptotic analysis of noisy fitness maximization, applied to metabolism & growth30 December 2016 | Journal of Statistical Mechanics: Theory and Experiment, Vol. 2016, No. 12 Cross Ref Fast inference of ill-posed problems within a convex space21 July 2016 | Journal of Statistical Mechanics: Theory and Experiment, Vol. 2016, No. 7 Cross Ref The dual of the space of interactions in neural network models13 May 2016 | International Journal of Modern Physics C, Vol. 27, No. 06 Cross Ref Online Discrete Optimization in Social Networks in the Presence of Knightian UncertaintyOperations Research, Vol. 64, No. 3 Cross Ref Genome-scale estimate of the metabolic turnover of E. 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