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math.NA2025
The -error rate for randomized quasi-Monte Carlo self-normalized importance sampling of unbounded integrands
Jiarui Du, Zhijian He
Self-normalized importance sampling (SNIS) is a fundamental tool in Bayesian inference when the posterior distribution involves an unknown normalizing constant. In many application…
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…