The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth

DOI10.1090/mcom/3171zbMath1365.41021OpenAlexW2183070415MaRDI QIDQ2970103

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/3171

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)

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Cites Work

• The smoothing effect of the ANOVA decomposition
• Bases in function spaces, sampling, discrepancy, numerical integration
• Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
• Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
• On decompositions of multivariate functions
• The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition
• Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition
• On tractability of path integration
• Holder Conditions for Realizations of Gaussian Processes
• High-dimensional integration: The quasi-Monte Carlo way
• Estimating Mean Dimensionality of Analysis of Variance Decompositions
• Numerical integration and discrepancy, a new approach
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