Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities
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Publication:5886221
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
Density estimation (62G07) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30)
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