High dimensional integration of kinks and jumps -- smoothing by preintegration (Q724506)

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High dimensional integration of kinks and jumps -- smoothing by preintegration
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    High dimensional integration of kinks and jumps -- smoothing by preintegration (English)
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    26 July 2018
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    high-dimensional integration
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    smoothing
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    preintegration
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    ANOVA decomposition
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    quasi Monte Carlo
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    conditional sampling
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