Integration with an Adaptive Harmonic Mean Algorithm

24 Aug 2018 Allen Caldwell Philipp Eller Vasyl Hafych Rafael C. Schick Oliver Schulz Marco Szalay

Numerically estimating the integral of functions in high dimensional spaces is a non-trivial task. A oft-encountered example is the calculation of the marginal likelihood in Bayesian inference, in a context where a sampling algorithm such as a Markov Chain Monte Carlo provides samples of the function... (read more)

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Categories


  • DATA ANALYSIS, STATISTICS AND PROBABILITY
  • INSTRUMENTATION AND METHODS FOR ASTROPHYSICS
  • HIGH ENERGY PHYSICS - EXPERIMENT