Generalized Monte Carlo Integration
Qazalbash opened this issue · 0 comments
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Description
#23 has a box integral which means it can only integrate over hyper-cubes (in more generalized and hyperdimensional cases). But the real power of Monte-Carlo Integration lies in allowing it to sample from a distribution that is more like the shape of the integrated. To meet this requirement a new and more general Monte Carlo Integration method should be used.