A weighted discrepancy bound of quasi-Monte Carlo importance sampling
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DOI: 10.1016/j.spl.2019.01.014
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References listed on IDEAS
- Vandewoestyne, Bart & Cools, Ronald, 2010. "On the convergence of quasi-random sampling/importance resampling," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(3), pages 490-505.
- Mathieu Gerber & Nicolas Chopin, 2015. "Sequential quasi Monte Carlo," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(3), pages 509-579, June.
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Keywords
Importance sampling; Monte Carlo method; Quasi-Monte Carlo;All these keywords.
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