Monte Carlo Method for Density Reconstruction Based on Insufficient Data | Zendy

Aneta Karaivanova | Zendy; Sofiya Ivanovska | Zendy; Todor Gurov | Zendy

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Monte Carlo Method for Density Reconstruction Based on Insufficient Data

Author(s) -

Aneta Karaivanova,

Sofiya Ivanovska,

Todor Gurov

Publication year - 2015

Publication title -

procedia computer science

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.334

H-Index - 76

ISSN - 1877-0509

DOI - 10.1016/j.procs.2015.05.390

Subject(s) - computer science , monte carlo method , spline (mechanical) , algorithm , density estimation , sample (material) , mathematics , mathematical optimization , statistics , physics , thermodynamics , estimator

In this work we consider the problem of reconstruction of unknown density based on a given sample. We present a method for density reconstruction which includes B-spline approximation, least squares method and Monte Carlo method for computing integrals. The error analysis is provided. The method is compared numerically with other statistical methods for density estimation and shows very promising results

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