Now showing items 1-3 of 3

    • Density Estimation by Monte Carlo and Quasi-Monte Carlo 

      L'Ecuyer, P.; Puchhammer, F.Autoridad BCAM (2021)
      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 ...
    • Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning 

      L'Ecuyer, P.; Puchhammer, F.Autoridad BCAM; Ben Abdellah, A. (2021)
      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 ...
    • A Tool for Custom Construction of QMC and RQMC Point Sets 

      Godin, M.; Marion, P.; L'Ecuyer, P.; Puchhammer, F.Autoridad BCAM (2021)
      We present LatNet Builder, a software tool to find good parameters for lattice rules, polynomial lattice rules, and digital nets in base 2, for quasi-Monte Carlo (QMC) and randomized quasi-Monte Carlo (RQMC) sampling over ...