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• W2257469957 abstract "We propose a method to efficiently integrate truncated probability densities. The method uses Markov chain Monte Carlo method to sample from a probability density matching the function being integrated. The required normalisation or equivalently the result is obtained by constructing a function with known integral, through non-parametric kernel density estimation and variational procedure. The method is demonstrated with numerical case studies. Possible enhancements to the method and limitations are discussed." @default.
• W2257469957 created "2016-06-24" @default.
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• W2257469957 date "2013-12-06" @default.
• W2257469957 modified "2023-09-27" @default.
• W2257469957 title "A method for importance sampling through Markov chain Monte Carlo with post sampling variational estimate" @default.
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