How do I integrate a definite integral using the metropolis algorithm?
2 ビュー (過去 30 日間)
古いコメントを表示
I don't quite understand how I would go about this? I understand that I have a random walk that samples the function, given by:
Fun = @x. ...;
x = 0;
delta =...;
for
r=rand();
x_T=x+delta(2r-1);
P=f(x_T)/f(x)
if P>=1;
then x = x_T;
else
if P>= r
then x = x_T;
else
x=x;
end
end
To find the integral using this method, I understand I have to sample a PDF? What is the PDF/how do I find it? Moreover, how to I talk the sampling after the random walk and use it to approximate the integral of the function.
0 件のコメント
回答 (0 件)
参考
カテゴリ
Help Center および File Exchange で Condensed Matter & Materials Physics についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!