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numerical/MC integration #52

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jonas-eschle opened this issue Feb 14, 2020 · 0 comments
Open
2 tasks

numerical/MC integration #52

jonas-eschle opened this issue Feb 14, 2020 · 0 comments

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@jonas-eschle
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jonas-eschle commented Feb 14, 2020

Mostly for lower dimensions, we should have more than simple MC integration, as we have now.

Since things are different in TensorFlow and not every integration scheme can be implemented so easily, we have to experiment around with integrations techniques.

Currently in ConvolutionPDF, experimental:

  • mc integration with map_fn for every element

Numerical schemes:

Adaptive MC schemes:

Let's collect the findings of integrations with TF here.
@olantwin @Lakshan-Ram

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