Monte Carlo Integration Library 1.0
High-performance Monte Carlo methods for numerical integration and optimization
Classes | Namespaces
MHintegrator.hpp File Reference

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"
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Classes

class  mc::integrators::MHMontecarloIntegrator< dim >
 Metropolis-Hastings MCMC integrator for complex domains. More...
 

Namespaces

namespace  mc
 
namespace  mc::integrators
 

Detailed Description

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.