Error estimates for the ANOVA method with polynomial chaos interpolation: Tensor product functions (Q2904830)

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scientific article; zbMATH DE number 6071033
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    Error estimates for the ANOVA method with polynomial chaos interpolation: Tensor product functions
    scientific article; zbMATH DE number 6071033

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      23 August 2012
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      anchored ANOVA
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      effective dimension
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      weights
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      anchor points
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      integration error
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      truncation error
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      analysis of variance method
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      Jacobi polynomial chaos
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      quasi-Monte Carlo
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      weighted Korobov spaces
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      Dirac measure
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      numerical examples
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      Error estimates for the ANOVA method with polynomial chaos interpolation: Tensor product functions (English)
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