Publications
Quasi-Random Sampling with Black Box or Acceptance-Rejection Inputs. In Advances in Modeling and Simulation. Springer.
. (2022). Single-Index Importance Sampling with Stratification. Methodology and Computing in Applied Probability. Retrieved from https://doi.org/10.1007/s11009-022-09970-1
. (2022). Multivariate Normal Variance Mixtures in R: The R Package nvmix. Journal of Statistical Software, 102(2). Retrieved from https://doi.org/10.18637/jss.v102.i02
. (2022). Computational challenges of t and related copulas. Journal of Data Science, 20(1), 95-110. Retrieved from https://doi.org/10.6339/22-JDS1034
. (2022). Normal variance mixtures: Distribution, density and parameter estimation. Computational Statistics and Data Analysis, 175C, 107175.
. (2021). . (2020).