Pages that link to "Item:Q608138"

The following pages link to Sparse grid quadrature in high dimensions with applications in finance and insurance (Q608138):

Displaying 36 items.

• Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing (Q459298) (← links)
• A hybrid anchored-ANOVA - POD/Kriging method for uncertainty quantification in unsteady high-fidelity CFD simulations (Q525934) (← links)
• Multi-level Monte Carlo weak Galerkin method for elliptic equations with stochastic jump coefficients (Q668915) (← links)
• High dimensional integration of kinks and jumps -- smoothing by preintegration (Q724506) (← links)
• Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation (Q904258) (← links)
• A robust numerical method for the random interface grating problem via shape calculus, weak Galerkin method, and low-rank approximation (Q1632269) (← links)
• Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations (Q1667251) (← links)
• Sparse harmonic transforms. II: Best \(s\)-term approximation guarantees for bounded orthonormal product bases in sublinear-time (Q2038427) (← links)
• Sparse mixture models inspired by ANOVA decompositions (Q2071472) (← links)
• On generation and enumeration of orthogonal Chebyshev-Frolov lattices (Q2154566) (← links)
• The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
• Stochastic model order reduction in randomly parametered linear dynamical systems (Q2294802) (← links)
• Symmetry exploits for Bayesian cubature methods (Q2302452) (← links)
• A weighted POD method for elliptic PDEs with random inputs (Q2333690) (← links)
• A low-rank approach to the computation of path integrals (Q2374948) (← links)
• Comparison of Sobol' sequences in financial applications (Q2417977) (← links)
• Learning multivariate functions with low-dimensional structures using polynomial bases (Q2667104) (← links)
• Non-intrusive Uncertainty Propagation with Error Bounds for Conservation Laws Containing Discontinuities (Q2864842) (← links)
• Dimension reduction in stochastic modeling of coupled problems (Q2952138) (← links)
• Measure transformation and efficient quadrature in reduced-dimensional stochastic modeling of coupled problems (Q2952142) (← links)
• Reduced chaos expansions with random coefficientsin reduced-dimensional stochastic modeling of coupled problems (Q2952409) (← links)
• Hyperspherical Sparse Approximation Techniques for High-Dimensional Discontinuity Detection (Q3186103) (← links)
• Smoothing the payoff for efficient computation of Basket option prices (Q4554434) (← links)
• Fully Symmetric Kernel Quadrature (Q4607640) (← links)
• Sequential Stochastic Response Surface Method Using Moving Least Squares-Based Sparse Grid Scheme for Efficient Reliability Analysis (Q4966718) (← links)
• Interpretable Approximation of High-Dimensional Data (Q5018903) (← links)
• A numerical method for solving high-dimensional backward stochastic difference equations using sparse grids (Q5047144) (← links)
• Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} (Q5082038) (← links)
• High-Dimensional Dynamic Stochastic Model Representation (Q5084508) (← links)
• Grouped Transformations and Regularization in High-Dimensional Explainable ANOVA Approximation (Q5084523) (← links)
• Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing (Q5131414) (← links)
• Approximation of High-Dimensional Periodic Functions with Fourier-Based Methods (Q5157402) (← links)
• A Hyperspherical Adaptive Sparse-Grid Method for High-Dimensional Discontinuity Detection (Q5260897) (← links)
• Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction (Q5738153) (← links)
• Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities (Q5886221) (← links)
• Fast hyperbolic wavelet regression meets ANOVA (Q6165230) (← links)