Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals (Q4685339)

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scientific article; zbMATH DE number 6948616
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Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals
scientific article; zbMATH DE number 6948616

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    Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals (English)
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    8 October 2018
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    quadrature
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    infinite-variate integral
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    multivariate decomposition method
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    quasi-Monte Carlo
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    Smolyak's method
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    sparse grids
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