Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning
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Publication:5087735
DOI10.1287/IJOC.2021.1135OpenAlexW4226224449MaRDI QIDQ5087735FDOQ5087735
Authors: Pierre L'Ecuyer, Amal Ben Abdellah, Florian Puchhammer 
Publication date: 1 July 2022
Published in: INFORMS Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.04607
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Cited In (10)
- Numerical approximation of conditional asymptotic variances using Monte Carlo simulation
- Density Estimation by Monte Carlo and Quasi-Monte Carlo
- A note on Monte Carlo maximization by the density ratio model
- Conditional Monte Carlo revisited
- Durbin's random substitution and conditional Monte Carlo
- Sufficient conditions for fast quasi-Monte Carlo convergence
- How many inner simulations to compute conditional expectations with least-square Monte Carlo?
- Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities
- Conditional quasi-Monte Carlo with constrained active subspaces
- Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities
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