Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning

Estimating the unknown density from which a given independent sample originates is more difficult than estimating the mean, in the sense that for the best popular non-parametric density estimators, the mean integrated square error converges more slowly than at the canonical rate of \(\mathcal{O}(1/n...

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Veröffentlicht in:	arXiv.org 2021-09
Hauptverfasser:	L'Ecuyer, Pierre, Puchhammer, Florian, Amal Ben Abdellah
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer simulation Convergence Density Distribution functions Estimation Estimators Monte Carlo simulation
Online-Zugang:	Volltext
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