Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
From MaRDI portal
Publication:2016136
DOI10.1016/j.jat.2014.04.014zbMath1296.41025arXiv1306.2821MaRDI QIDQ2016136
Publication date: 19 June 2014
Published in: Journal of Approximation Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.2821
numerical integration; ANOVA decomposition; quasi-Monte Carlo method; randomized algorithms; multivariate decomposition method; dimension-wise quadrature method
68W40: Analysis of algorithms
65C05: Monte Carlo methods
28A25: Integration with respect to measures and other set functions
41A55: Approximate quadratures
65D32: Numerical quadrature and cubature formulas
65Y20: Complexity and performance of numerical algorithms
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