Integration methods for functions with Delta distributions - MathOverflow most recent 30 from http://mathoverflow.net 2013-05-23T12:26:14Z http://mathoverflow.net/feeds/question/102919 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/102919/integration-methods-for-functions-with-delta-distributions Integration methods for functions with Delta distributions Anton 2012-07-23T11:16:00Z 2012-07-23T11:16:00Z <p>Which methods are available for computing a multidimensional integral with Delta distributions (in case one cannot sample them explicitly)? </p> <p>PS: This question correlates with <a href="http://mathoverflow.net/questions/102369/mcmc-with-progressive-demollification-of-delta-distributions" rel="nofollow">this one</a>, but more general.</p>