Nonparametric Importance Sampling

DOI10.2307/2291743zbMath0880.62044OpenAlexW4248909745MaRDI QIDQ4366023

Ping Zhang

Publication date: 25 January 1998

Full work available at URL: https://doi.org/10.2307/2291743

zbMATH Keywords

Monte Carlo simulationvariance reductionkernel density estimationadaptive importance samplingintegral evaluation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Probabilistic methods, stochastic differential equations (65C99)

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