Closed harsanyidani closed 9 months ago
Thanks for the question. I very much agree with the answer from Cross Validated (many thanks to Xi'an), that you don't need to decompose the integrand and this is pretty much the standard approach of Monte Carlo integration (as long as you can find the proposal q, if not, just use a plain uniform distribution).
Thanks, I understand it now!
Hello! I just realised there is now a new repository so I thought I copy my question from there. (I don't know if the old one is still maintained or not, I hope this isn't a problem.) Issue in previous repository