Timeline for Distribute Monte Carlo samples among dimensions
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Oct 7, 2013 at 12:32 | history | edited | Anton | CC BY-SA 3.0 |
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| Oct 2, 2013 at 23:23 | comment | added | Anton | Fair point. I described a simplified problem (just edited it to make it clear). It is not possible to do a Fourier transform for the real problem (the functions themselves are high-dimensional there), so I have to stick to Monte Carlo. | |
| Oct 2, 2013 at 23:19 | history | edited | Anton | CC BY-SA 3.0 |
added 56 characters in body
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| Oct 2, 2013 at 18:30 | comment | added | Steve Huntsman | Why not work in Fourier space and construct a suitable numerical approximation of the n-fold product $(\hat{f})^n$ over the entire band, then multiply by $\hat{g}$ and perform the inverse transform? | |
| Oct 2, 2013 at 17:21 | history | asked | Anton | CC BY-SA 3.0 |