High dimensional integration of kinks and jumps -- smoothing by preintegration (Q724506)
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English | High dimensional integration of kinks and jumps -- smoothing by preintegration |
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High dimensional integration of kinks and jumps -- smoothing by preintegration (English)
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26 July 2018
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high-dimensional integration
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smoothing
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preintegration
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ANOVA decomposition
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quasi Monte Carlo
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conditional sampling
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