Integration methods for functions with Delta distributions - MathOverflow most recent 30 from http://mathoverflow.net2013-05-23T12:26:14Zhttp://mathoverflow.net/feeds/question/102919http://www.creativecommons.org/licenses/by-nc/2.5/rdfhttp://mathoverflow.net/questions/102919/integration-methods-for-functions-with-delta-distributionsIntegration methods for functions with Delta distributionsAnton2012-07-23T11:16:00Z2012-07-23T11:16:00Z
<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>