Title: On the convergence of quasi-random sampling importance resampling
Authors: Vandewoestyne, Bart ×
Cools, Ronald #
Issue Date: 2010
Publisher: North Holland Pub. Co.
Series Title: Mathematics and Computers in Simulation vol:81 pages:490-505
Abstract: This article discusses the general problem of generating representative point sets from a distribution known up to a multiplicative constant. The Sampling/Importance Resampling (SIR) algorithm is known to be useful in this context. Moreover, the Quasi-random Sampling Importance Resampling
(QSIR) scheme, based on quasi-Monte Carlo methods, is a more recent modification of the SIR algorithm and was empirically shown to have better convergence. By making use of quasi-Monte Carlo theory, we derive upper bounds for the error of the QSIR scheme.
ISSN: 0378-4754
Publication status: published
KU Leuven publication type: IT
Appears in Collections:NUMA, Numerical Analysis and Applied Mathematics Section
× corresponding author
# (joint) last author

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