Du Ouyang

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20232026

most citedQuasi-Monte Carlo for unbounded integrands with importance sampling

4 citations · 4 across the 7 of their papers we have counts for

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math.NA2025

Quasi-Monte Carlo integration over $R^{s}$ with boundary-damping importance sampling

Zexin Pan, Du Ouyang, Zhijian He

This paper proposes a new importance sampling (IS) that is tailored to quasi-Monte Carlo (QMC) integration over $R^{s}$ . IS introduces a multiplicative adjustment to the int…

Quasi-Monte Carlo integration over Rs with boundary-damping importance sampling

Quasi-Monte Carlo integration over $R^{s}$ with boundary-damping importance sampling