Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities

DOI10.1137/21M146658XMaRDI QIDQ5886221

Frances Y. Kuo, Alexander D. Gilbert, Ian H. Sloan

Publication date: 31 March 2023

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.10308

zbMATH Keywords

density estimationquasi-Monte Carlo methodsconditional samplingpreintegration

Mathematics Subject Classification ID

Density estimation (62G07) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30)

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