Integral approximation by kernel smoothing

DOI10.3150/15-BEJ725zbMath1345.60013arXiv1409.0733OpenAlexW1724455341MaRDI QIDQ726736

Bernard Delyon, François Portier

Publication date: 14 July 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.0733

zbMATH Keywords

kernel smoothingcentral limit theoremnonparametric regressionintegral approximation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Central limit and other weak theorems (60F05)

Related Items (8)

Monte Carlo with determinantal point processes ⋮ Robust importance sampling with adaptive winsorization ⋮ Convergence rates for a class of estimators based on Stein's method ⋮ Unnamed Item ⋮ Monte Carlo integration with a growing number of control variates ⋮ Integral estimation based on Markovian design ⋮ Importance sampling in reinforcement learning with an estimated behavior policy ⋮ Nonparametric estimation for big-but-biased data

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• Root-N-Consistent Semiparametric Regression
• Bandwidth Choice for Average Derivative Estimation
• Nonparametric Importance Sampling
• Adaptive importance sampling in monte carlo integration
• Advanced Lectures on Machine Learning

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