The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition

From MaRDI portal
Revision as of 06:24, 8 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4911907

DOI10.1090/S0025-5718-2012-02578-6zbMath1264.41030MaRDI QIDQ4911907

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

Publication date: 20 March 2013

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




Related Items (25)

Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and DensitiesAre quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functionsSmoothing the payoff for efficient computation of Basket option pricesA Multigrid Method for Adaptive Sparse GridsANOVA Decomposition of Convex Piecewise Linear FunctionsEquivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕}Mean Dimension of Ridge FunctionsNumerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricingRandomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity OptimizationOn the fundamental conjecture of HDMR: a Fourier analysis approachNote on “The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition”The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smoothNumerical integration of Hölder continuous, absolutely convergent Fourier, Fourier cosine, and Walsh seriesOn the Error Rate of Conditional Quasi--Monte Carlo for Discontinuous FunctionsQuasi-Monte Carlo methods for two-stage stochastic mixed-integer programsFast 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 weightsOptimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decompositionHigh dimensional integration of kinks and jumps -- smoothing by preintegrationQuasi-Monte Carlo-based conditional pathwise method for option GreeksOn the Scenario-Tree Optimal-Value Error for Stochastic Programming ProblemsThree kinds of discrete approximations of statistical multivariate distributions and their applicationsNumerical meshless solution of high-dimensional sine-Gordon equations via Fourier HDMR-HC approximationA Strong Law of Large Numbers for Scrambled Net IntegrationQuasi-Monte Carlo methods for linear two-stage stochastic programming problems



Cites Work


This page was built for publication: The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition