MONTE CARLO SAMPLING TECHNIQUES FOR COMPUTATION OF MULTIDIMENSIONAL INTEGRALS RELATED TO MIGRATION
MONTE CARLO SAMPLING TECHNIQUES FOR COMPUTATION OF MULTIDIMENSIONAL INTEGRALS RELATED TO MIGRATION
DOI:
https://doi.org/10.46687/jsar.v16i1.260Keywords:
Monte Carlo methods, multidimensional integrals, Latin hypercube sampling, Fibonacci lattice rule, Importance sampling, international migration forecastingAbstract
We study multidimensional integrals with applications to international migration forecasting. A comprehensive experimental study based on Latin Hypercube and Importance Sampling and Fibonacci based lattice rule has been done. This is the first time such a comparison has been made. 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 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/0000-0001-7134-5901Valerij Dzhurov, ROUSSE UNIVERSITY ”ANGEL KANCHEV”
ROUSSE UNIVERSITY ”ANGEL KANCHEV”
Tosho Stanchev, ROUSSE UNIVERSITY ”ANGEL KANCHEV”
ROUSSE UNIVERSITY ”ANGEL KANCHEV”
Iliyan Tsvetkov, ROUSSE UNIVERSITY ”ANGEL KANCHEV”
ROUSSE UNIVERSITY ”ANGEL KANCHEV”
Yuri Dimitrov, UNIVERSITY OF FORESTRY, SOFIA, DEPARTMENT OF MATHEMATICS AND PHYSICS
UNIVERSITY OF FORESTRY, SOFIA, DEPARTMENT OF MATHEMATICS AND PHYSICS
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