On the convergence of quasi‐random sampling importance resampling
On the convergence of quasi‐random sampling importance resampling
Abstract The Sampling/Importance Resampling (SIR) algorithm can be used for generating representative point sets from a distribution known up to a multiplicative constant. Moreover, the Quasi‐random Sampling Importance Resampling (QSIR) scheme, based on quasi‐Monte Carlo methods, is a recent modification of the SIR algorithm and was empirically shown to have …