ANOVA Decomposition of Convex Piecewise Linear Functions

DOI10.1007/978-3-642-41095-6_30zbMath1302.65018MaRDI QIDQ2926240

Werner Römisch

Publication date: 31 October 2014

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-41095-6_30

zbMATH Keywords

quasi-Monte Carlo method; analysis of variance decomposition

Mathematics Subject Classification ID

65C05: Monte Carlo methods

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