138 citations · 788 across the 67 of their papers we have counts for
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A weighted Discrepancy Bound of quasi-Monte Carlo Importance Sampling
Josef Dick, Daniel Rudolf, Houying Zhu
Importance sampling Monte-Carlo methods are widely used for the approximation of expectations with respect to partially known probability measures. In this paper we study a determi…
Discrepancy Estimates for Acceptance-Rejection Samplers Using Stratified Inputs
Houying Zhu, Josef Dick
In this paper we propose an acceptance-rejection sampler using stratified inputs as diver sequence. We estimate the discrepancy of the points generated by this algorithm. First we…
Discrepancy estimates for variance bounding Markov chain quasi-Monte Carlo
Josef Dick, Daniel Rudolf
Markov chain Monte Carlo (MCMC) simulations are modeled as driven by true random numbers. We consider variance bounding Markov chains driven by a deterministic sequence of numbers.…
Discrepancy bounds for uniformly ergodic Markov chain quasi-Monte Carlo
Josef Dick, Daniel Rudolf, Houying Zhu
Markov chains can be used to generate samples whose distribution approximates a given target distribution. The quality of the samples of such Markov chains can be measured by the d…