Monte Carlo and Quasi–Monte Carlo Density Estimation via Conditioning

DOI10.1287/ijoc.2021.1135OpenAlexW4226224449MaRDI QIDQ5087735

Amal Ben Abdellah, Pierre L'Ecuyer, 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

zbMATH Keywords

density estimationquasi-Monte Carloconditional Monte Carlo

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (2)

Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities ⋮ Density Estimation by Monte Carlo and Quasi-Monte Carlo

Uses Software

• KernSmooth
• SSJ
• Lattice Builder
• ContactCenters

Cites Work

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