2 papers
math.ST2025
Density estimation via periodic scaled Korobov kernel method with exponential decay condition
Ziyang Ye, Haoyuan Tan, Xiaoqun Wang +1
We propose the periodic scaled Korobov kernel (PSKK) method for nonparametric density estimation on . By first wrapping the target density into a periodic version thr…
math.NA2025
Enhanced convergence rates of Adaptive Importance Sampling with recycling schemes via quasi-Monte Carlo methods
Jianlong Chen, Jiarui Du, Xiaoqun Wang +1
This article investigates the integration of quasi-Monte Carlo (QMC) methods using the Adaptive Multiple Importance Sampling (AMIS). Traditional Importance Sampling (IS) often suff…