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swMATH12713MaRDI QIDQ24639

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Related Items (92)

A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems ⋮ Optimal \(L_2\)-norm empirical importance weights for the change of probability measure ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Stable high-order cubature formulas for experimental data ⋮ Error Estimates for the ANOVA Method with Polynomial Chaos Interpolation: Tensor Product Functions ⋮ Multi-element probabilistic collocation method in high dimensions ⋮ Quasi-Monte Carlo point sets with small \(t\)-values and WAFOM ⋮ Unnamed Item ⋮ Efficient uncertainty quantification of stochastic CFD problems using sparse polynomial chaos and compressed sensing ⋮ A search for extensible low-WAFOM point sets ⋮ Quasi-random integration in high dimensions ⋮ A geometrical interpretation of the addition of nodes to an interpolatory quadrature rule while preserving positive weights ⋮ Scrambled net variance for integrals of smooth functions ⋮ On a near optimal 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basis function based quadrature formulas ⋮ A Randomized Tensor Quadrature Method for High Dimensional Polynomial Approximation ⋮ Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics ⋮ A Measure-Theoretic Interpretation of Sample Based Numerical Integration with Applications to Inverse and Prediction Problems under Uncertainty ⋮ Numerical integration based on trivariate \(C ^{2}\) quartic spline quasi-interpolants ⋮ A GPU compatible quasi-Monte Carlo integrator interfaced to pySecDec ⋮ Compressed Sensing with Sparse Corruptions: Fault-Tolerant Sparse Collocation Approximations ⋮ Explicit Families of Functions on the Sphere with Exactly Known Sobolev Space Smoothness ⋮ Extrapolation and adaptivity in software for automatic numerical integration on a cube ⋮ A comparison of strategies for the automatic computation of two-dimensional integrals over infinite domains ⋮ Truncation dimension for linear problems on multivariate function spaces ⋮ \(d2lri\): A nonadaptive algorithm for two-dimensional cubature ⋮ On an interpolatory method for high dimensional integration ⋮ High dimensional polynomial interpolation on sparse grids ⋮ Unnamed Item ⋮ Anchor Points Matter in ANOVA Decomposition ⋮ Performance of cubature formulae in probabilistic model analysis and optimization ⋮ Cubature Formulas for Multisymmetric Functions and Applications to Stochastic Partial Differential Equations ⋮ Cubature formulas for function spaces with moderate smoothness ⋮ Generation and application of multivariate polynomial quadrature rules ⋮ Adaptive Smolyak Pseudospectral Approximations ⋮ A continuous analogue of the tensor-train decomposition ⋮ High dimensional numerical problems ⋮ Non-intrusive uncertainty quantification using reduced cubature rules ⋮ Monte Carlo Variance of Scrambled Net Quadrature ⋮ Support points ⋮ The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications ⋮ Unnamed Item ⋮ Adaptive stratified Monte Carlo algorithm for numerical computation of integrals ⋮ An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations ⋮ Mercer Kernels and Integrated Variance Experimental Design: Connections Between Gaussian Process Regression and Polynomial Approximation ⋮ Unnamed Item ⋮ Error trends in quasi-Monte Carlo integration ⋮ FiEstAS sampling -- a Monte Carlo algorithm for multidimensional numerical integration ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Nonadaptive Quasi-Optimal Points Selection for Least Squares Linear Regression ⋮ Practical error estimation in adaptive multidimensional quadrature routines ⋮ Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection ⋮ Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing ⋮ Adaptive multi-element polynomial chaos with discrete measure: algorithms and application to SPDEs ⋮ 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