Tusnády's problem, the transference principle, and non-uniform QMC sampling.

Christoph Aistleitner Dmitriy Bilyk Aleksandar Nikolov

Published in: CoRR (2017)

Keyphrases

quasi monte carlo
monte carlo
variance reduction
random sampling
sample size
state space
generative model
machine learning
search space
particle filter
markov chain monte carlo
sampling algorithm
importance sampling