ANOVA decomposition of convex piecewise linear functions

DOI10.1007/978-3-642-41095-6_30MaRDI QIDQ2926240zbMATH OpenOpenAlexFDO

Authors Werner Römisch

Publication date 31 October 2014

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-41095-6_30

zbMATH Keywords

quasi-Monte Carlo methodanalysis of variance decomposition

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cited in

(1)

• The smoothing effect of integration in \(\mathbb R^d\) and the ANOVA decomposition

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