QUASI-MONTE CARLO METHODS FOR COMPUTATION OF MULTIDIMENSIONAL INTEGRALS RELATED TO BAYESIAN MODELS IN INTERNATIONAL MIGRATION FORECASTING: QUASI-MONTE CARLO METHODS FOR COMPUTATION OF MULTIDIMENSIONAL INTEGRALS RELATED TO BAYESIAN MODELS IN INTERNATIONAL MIGRATION FORECASTING

Venelin  Todorov; Valentin  Dimitrov; Iliyan  Tsvetkov; Yuri  Dimitrov

doi:10.46687/jsar.v13i1.233

Authors

Venelin Todorov Bulgarian Academy of Sciences, Institute of Mathematics and Informatics and Institute of Inormation and Communication Technologies: Sofia, BG
Valentin Dimitrov "Angel Kanchev" University of Ruse
Iliyan Tsvetkov "Angel Kanchev" University of Ruse
Yuri Dimitrov UNIVERSITY OF FORESTRY, SOFIA, DEPARTMENT OF MATHEMATICS AND PHYSICS

DOI:

https://doi.org/10.46687/jsar.v13i1.233

Keywords:

Quasi-Monte Carlo sequences, multidimensional integrals, Hammersley sequence, Fibonacci lattice rule, Faure sequence, international migration forecasting, Bayesian statistics

Abstract

The paper addresses selected methodological aspects of international migration forecasting. The new methods based on the Bayesian statistics have been recently developed. A fundamental problem in Bayesian statistics is the accurate evaluation of multidimensional integrals. A comprehensive experimental study based on Faure and Hammersley low discrepancy sequences and Fibonacci based lattice rule has been done. The numerical tests show that the stochastic algorithms under consideration are efficient tool for computing multidimensional integrals. It is important in order to obtain a more accurate and reliable interpretation of the results in Bayesian statistics which is a foundation in international migration forecasting.

Author Biographies

Venelin Todorov, Bulgarian Academy of Sciences, Institute of Mathematics and Informatics and Institute of Inormation and Communication Technologies: Sofia, BG

Bulgarian Academy of Sciences, Institute of Mathematics and Informatics and Institute of Inormation and Communication Technologies: Sofia, BG

https://orcid.org/0000-0001-7134-5901

Valentin Dimitrov, "Angel Kanchev" University of Ruse

"Angel Kanchev" University of Ruse

Iliyan Tsvetkov, "Angel Kanchev" University of Ruse

"Angel Kanchev" University of Ruse

Yuri Dimitrov, UNIVERSITY OF FORESTRY, SOFIA, DEPARTMENT OF MATHEMATICS AND PHYSICS

UNIVERSITY OF FORESTRY, SOFIA, DEPARTMENT OF MATHEMATICS AND PHYSICS

QUASI-MONTE CARLO METHODS FOR COMPUTATION OF MULTIDIMENSIONAL INTEGRALS RELATED TO BAYESIAN MODELS IN INTERNATIONAL MIGRATION FORECASTING