On the convergence of quasi-random sampling/importance resampling

DOI10.1016/j.matcom.2009.09.004zbMath1210.65006OpenAlexW2035499844WikidataQ57778829 ScholiaQ57778829MaRDI QIDQ622171

Ronald Cools, Bart Vandewoestyne

Publication date: 31 January 2011

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/147214

zbMATH Keywords

weighted bootstrapquasi-Monte Carlo integrationBayseian inferencesampling/importance resampling algorithm

Mathematics Subject Classification ID

Related Items (4)

On the efficient numerical solution of lattice systems with low-order couplings ⋮ Randomized quasi-random sampling/importance resampling ⋮ Global Likelihood Sampler for Multimodal Distributions ⋮ A weighted discrepancy bound of quasi-Monte Carlo importance sampling

Cites Work

• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Low-discrepancy and low-dispersion sequences
• Error reduction techniques in quasi-Monte Carlo integration.
• Quasi-Monte Carlo algorithms for unbounded, weighted integration problems
• Discrépance de suites associées à un système de numération (en dimension s)
• Quasi-Random Sampling Importance Resampling
• On the distribution of points in a cube and the approximate evaluation of integrals
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: On the convergence of quasi-random sampling/importance resampling