Approximation errors in truncated dimensional decompositions
From MaRDI portal
Publication:3189450
DOI10.1090/S0025-5718-2014-02883-4zbMath1297.41015arXiv1310.6769MaRDI QIDQ3189450
Publication date: 10 September 2014
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.6769
41A63: Multidimensional problems
Related Items
A Spline Dimensional Decomposition for Uncertainty Quantification in High Dimensions, Robust design optimization by polynomial dimensional decomposition, Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing, Uncertainty quantification under dependent random variables by a generalized polynomial dimensional decomposition, Stochastic isogeometric analysis on arbitrary multipatch domains by spline dimensional decomposition, Stochastic isogeometric analysis in linear elasticity, Dimensionwise multivariate orthogonal polynomials in general probability spaces, Stable splittings of Hilbert spaces of functions of infinitely many variables, Mathematical Properties of Polynomial Dimensional Decomposition
Cites Work
- Unnamed Item
- Unnamed Item
- Dimension-wise integration of high-dimensional functions with applications to finance
- The jackknife estimate of variance
- General foundations of high-dimensional model representations
- On decompositions of multivariate functions
- A polynomial dimensional decomposition for stochastic computing
- Monte Carlo Variance of Scrambled Net Quadrature
- Quadrature Error Bounds with Applications to Lattice Rules
- On tractability of weighted integration over bounded and unbounded regions in â^{đ¤}
- A generalized dimensionâreduction method for multidimensional integration in stochastic mechanics
- A Class of Statistics with Asymptotically Normal Distribution
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates