Pages that link to "Item:Q4911907"
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The following pages link to The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition (Q4911907):
Displaying 25 items.
- High dimensional integration of kinks and jumps -- smoothing by preintegration (Q724506) (← links)
- Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions (Q1643844) (← links)
- On the fundamental conjecture of HDMR: a Fourier analysis approach (Q1704731) (← links)
- Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition (Q2016136) (← links)
- Three kinds of discrete approximations of statistical multivariate distributions and their applications (Q2062779) (← links)
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
- Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights (Q2251914) (← links)
- Numerical meshless solution of high-dimensional sine-Gordon equations via Fourier HDMR-HC approximation (Q2322228) (← links)
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems (Q2349126) (← links)
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
- Numerical integration of Hölder continuous, absolutely convergent Fourier, Fourier cosine, and Walsh series (Q2451170) (← links)
- ANOVA Decomposition of Convex Piecewise Linear Functions (Q2926240) (← links)
- Note on “The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition” (Q2970102) (← links)
- The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth (Q2970103) (← links)
- A Multigrid Method for Adaptive Sparse Grids (Q3196656) (← links)
- On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
- Smoothing the payoff for efficient computation of Basket option prices (Q4554434) (← links)
- On the Error Rate of Conditional Quasi--Monte Carlo for Discontinuous Functions (Q4633796) (← links)
- A Strong Law of Large Numbers for Scrambled Net Integration (Q4992613) (← links)
- Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} (Q5082038) (← links)
- Mean Dimension of Ridge Functions (Q5107207) (← links)
- Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization (Q5117938) (← links)
- Quasi-Monte Carlo-based conditional pathwise method for option Greeks (Q5215438) (← links)
- Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities (Q5886221) (← links)
- Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing (Q6158396) (← links)