Note on “The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition”

DOI10.1090/mcom/3172zbMath1365.41020OpenAlexW2132851968MaRDI QIDQ2970102

Michael Griebel, Frances Y. Kuo, Ian H. Sloan

Publication date: 27 March 2017

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/mcom/3172

zbMATH Keywords

decomposition of functionsfunctions of infinitely many variablesAnova decomposition of nonsmooth functions

Mathematics Subject Classification ID

Multidimensional problems (41A63) Numerical integration (65D30) Approximations and expansions (41A99)

Related Items (8)

Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities ⋮ Smoothing the payoff for efficient computation of Basket option prices ⋮ Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} ⋮ Mean Dimension of Ridge Functions ⋮ Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing ⋮ On the Error Rate of Conditional Quasi--Monte Carlo for Discontinuous Functions ⋮ High dimensional integration of kinks and jumps -- smoothing by preintegration ⋮ A Strong Law of Large Numbers for Scrambled Net Integration

Cites Work

• The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition
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