Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration (Q2291479)

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Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration
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    Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration (English)
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    31 January 2020
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    tensor product problem
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    sparse grid
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    randomized algorithm
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    infinite-dimensional approximation
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    multivariate decomposition method
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    changing dimension algorithm
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