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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 ...
Density Estimation by Monte Carlo and Quasi-Monte Carlo
Estimating the density of a continuous random variable $X$ has been studied extensively in statistics, in the setting where $n$ independent observations of $X$ are given a priori and one wishes to estimate the density from ...