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Monte Carlo Integration Library 1.0
High-performance Monte Carlo methods for numerical integration and optimization
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Metropolis-Hastings MCMC Monte Carlo integration engine. More...
#include "integrator.hpp"#include "../domains/integration_domain.hpp"#include "../proposals/proposal.hpp"#include "../mcmc/metropolisHastingsSampler.hpp"#include "../estimators/VolumeEstimatorMC.hpp"#include "../geometry.hpp"#include <cstddef>#include <cstdint>#include <functional>#include "MHintegrator.tpp"Go to the source code of this file.
Classes | |
| class | mc::integrators::MHMontecarloIntegrator< dim > |
| Metropolis-Hastings MCMC integrator for complex domains. More... | |
Namespaces | |
| namespace | mc |
| namespace | mc::integrators |
Metropolis-Hastings MCMC Monte Carlo integration engine.
Implements Markov Chain Monte Carlo integration for complex domains and multimodal integrands, combining volume estimation with MCMC sampling.
Definition in file MHintegrator.hpp.