The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth

DOI10.1090/mcom/3171zbMath1365.41021OpenAlexW2183070415MaRDI QIDQ2970103

Michael Griebel, Frances Y. Kuo, Ian H. Sloan

Publication date: 27 March 2017

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/mcom/3171

zbMATH Keywords

decomposition of functionsfunctions of infinitely many variablesAnova decomposition of nonsmooth functions

Mathematics Subject Classification ID

Multidimensional problems (41A63) Numerical integration (65D30) Approximations and expansions (41A99)

Related Items (8)

Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities ⋮ Mathematical Properties of Polynomial Dimensional Decomposition ⋮ Smoothing the payoff for efficient computation of Basket option prices ⋮ Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} ⋮ Grouped Transformations and Regularization in High-Dimensional Explainable ANOVA Approximation ⋮ Learning multivariate functions with low-dimensional structures using polynomial bases ⋮ Approximation of High-Dimensional Periodic Functions with Fourier-Based Methods ⋮ Dimensionwise multivariate orthogonal polynomials in general probability spaces

Cites Work

• The smoothing effect of the ANOVA decomposition
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• Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
• Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
• On decompositions of multivariate functions
• The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition
• Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition
• On tractability of path integration
• Holder Conditions for Realizations of Gaussian Processes
• High-dimensional integration: The quasi-Monte Carlo way
• Estimating Mean Dimensionality of Analysis of Variance Decompositions
• Numerical integration and discrepancy, a new approach
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