How do I integrate a definite integral using the metropolis algorithm?

1 Ansicht (letzte 30 Tage)
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.

Antworten (0)

Kategorien

Mehr zu Condensed Matter & Materials Physics finden Sie in Help Center und File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by