On the convergence rate of quasi Monte Carlo method with importance sampling for unbounded functions in RKHS

DOI10.1016/j.aml.2024.109352MaRDI QIDQ6656535

Hejin Wang, Xiaoqun Wang

Publication date: 3 January 2025

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

importance samplingreproducing kernel Hilbert spacequasi-Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Numerical integration (65D30) Probabilistic theory: distribution modulo (1); metric theory of algorithms (11K99)

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