ANOVA Decomposition of Convex Piecewise Linear Functions
From MaRDI portal
Publication:2926240
DOI10.1007/978-3-642-41095-6_30zbMath1302.65018OpenAlexW2277499434MaRDI QIDQ2926240
Publication date: 31 October 2014
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-41095-6_30
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The smoothing effect of the ANOVA decomposition
- Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
- The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration
- Epi-convergent discretizations of stochastic programs via integration quadratures
- The effective dimension and quasi-Monte Carlo integration
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- Monte Carlo and quasi-Monte Carlo sampling
- QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND
- Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction
- On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces
- Tensor Analysis of ANOVA Decomposition
- On decompositions of multivariate functions
- On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling
- Walsh Spaces Containing Smooth Functions and Quasi–Monte Carlo Rules of Arbitrary High Order
- Lectures on Stochastic Programming
- A generalized discrepancy and quadrature error bound
- Variational Analysis
- The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition
- Multidimensional Variation for Quasi-Monte Carlo
- Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
- Estimating Mean Dimensionality of Analysis of Variance Decompositions
- A Class of Statistics with Asymptotically Normal Distribution
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
This page was built for publication: ANOVA Decomposition of Convex Piecewise Linear Functions