Re: Integral of four variables

[Juan Pablo Carbajal]

On Wed, Apr 16, 2014 at 1:26 PM, Juan Pablo Carbajal
<address@hidden> wrote:
> On Wed, Apr 16, 2014 at 7:18 AM, Luiz Tizei <address@hidden> wrote:
>> I am trying to implement a code in Octave to integrate a function that
>> depends in four variables. Unfortunately, I cannot separate the function in
>> a product of two functions, each depending on two of the variables.
>>
>> Over all, what I have is an integral of a(p)*a(p')*w(p,p'), where p is a 2D
>> vector.
>> I am trying to implement something with a double use of dblquad, but it is
>> not working.
>>
>> This is what I am currently trying:
>>
>> f = @(x1,x2,x3,x4) x1 + x2 + x3 + x4;
>>
>> g = @(x3,x4) dblquad(f, 0,1,0,1)
>>
>> a = dblquad(g, 0,1,0,1);
>>
>> What I am not sure is possible is the second line. I could not find any way
>> of doing this step.
>> Do you have any suggestions on how this could be performed?
>> Thank you!
>>
>> Best wishes,
>>
>> Luiz
>>
>>
>>
>> --
>> View this message in context: 
>> http://octave.1599824.n4.nabble.com/Integral-of-four-variables-tp4663619.html
>> Sent from the Octave - General mailing list archive at Nabble.com.
>>
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>
> Consider Markov Chain Monte Carlo methods (MCMC) for numerical
> integration in several variables. A quick search provided these
> http://vcla.stat.ucla.edu/old/MCMC/MCMC_tutorial.htm
> http://www.cs.ubc.ca/~nando/nipsfast/slides/high.pdf

This one has come code snippets
http://homepages.inf.ed.ac.uk/imurray2/teaching/09mlss/slides.pdf