Open AccessQuantile Estimation Via a Combination of Conditional Monte Carlo and Randomized Quasi-Monte Carlo
Author(s) -
Marvin K. Nakayama,
Zachary Kaplan,
Bruno Tuffin,
Pierre L'Ecuyer
Publication year - 2020
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - monte carlo method , quantile , quasi monte carlo method , monte carlo method in statistical physics , computer science , hybrid monte carlo , statistical physics , monte carlo molecular modeling , econometrics , markov chain monte carlo , statistics , mathematics , physics