Error Estimates for the ANOVA Method with Polynomial Chaos Interpolation: Tensor Product Functions (Q2904830)

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Error Estimates for the ANOVA Method with Polynomial Chaos Interpolation: Tensor Product Functions
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    Error Estimates for the ANOVA Method with Polynomial Chaos Interpolation: Tensor Product Functions (English)
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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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