Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning

Pierre L'Ecuyer, Florian Puchhammer, Amal Ben Abdellah. Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning. INFORMS Journal on Computing, 34(3):1729-1748, 2022. [doi]

@article{LEcuyerPA22,
  title = {Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning},
  author = {Pierre L'Ecuyer and Florian Puchhammer and Amal Ben Abdellah},
  year = {2022},
  doi = {10.1287/ijoc.2021.1135},
  url = {https://doi.org/10.1287/ijoc.2021.1135},
  researchr = {https://researchr.org/publication/LEcuyerPA22},
  cites = {0},
  citedby = {0},
  journal = {INFORMS Journal on Computing},
  volume = {34},
  number = {3},
  pages = {1729-1748},
}