Comments (2)
Lakonik
commented on September 6, 2024
1
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).
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harsanyidani
commented on September 6, 2024
Thanks, I understand it now!
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