Nonparametric Importance Sampling
From MaRDI portal
Publication:4366023
DOI10.2307/2291743zbMath0880.62044OpenAlexW4248909745MaRDI QIDQ4366023
Publication date: 25 January 1998
Full work available at URL: https://doi.org/10.2307/2291743
Monte Carlo simulationvariance reductionkernel density estimationadaptive importance samplingintegral evaluation
Density estimation (62G07) Nonparametric estimation (62G05) Probabilistic methods, stochastic differential equations (65C99)
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