scientific article; zbMATH DE number 1894664
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Publication:4801738
zbMATH Open1017.62060MaRDI QIDQ4801738FDOQ4801738
Authors: Art B. Owen 
Publication date: 8 April 2003
Title of this publication is not available (Why is that?)
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analysis of variancediscrepancyquasi-Monte Carloeffective dimensionANOVA decompositionisotropic integrand
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- Explicit Families of Functions on the Sphere with Exactly Known Sobolev Space Smoothness
- Effective dimension of some weighted pre-Sobolev spaces with dominating mixed partial derivatives
- A computational investigation of the optimal Halton sequence in QMC applications
- How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance?
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs
- Exact cubature for a class of functions of maximum effective dimension
- Mean Dimension of Ridge Functions
- On average dimensions of particle transport estimators
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- Functional ANOVA, ultramodularity and monotonicity: applications in multiattribute utility theory
- Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation
- Approximation errors in truncated dimensional decompositions
- Dimension reduction for pricing options under multidimensional Lévy processes
- Sensitivity analysis: a review of recent advances
- Error trends in quasi-Monte Carlo integration
- On the effective dimension and multilevel Monte Carlo
- A limit theorem for average dimensions
- Quadrature for self-affine distributions on \(\mathbb R^d\)
- Predictive learning via rule ensembles
- On the use of dimension reduction techniques in quasi-Monte Carlo methods
- The average dimension of a multidimensional function for quasi-Monte Carlo estimates of an integral
- Low discrepancy sequences in high dimensions: how well are their projections distributed?
- New Brownian bridge construction in quasi-Monte Carlo methods for computational finance
- On the necessity of low-effective dimension
- A global tolerance approach to sensitivity analysis in linear programming
- A search for extensible low-WAFOM point sets
- Functional ANOVA with multiple distributions: implications for the sensitivity analysis of computer experiments
- A Shapley-Owen index for interaction quantification
- Tensor algorithms for advanced sensitivity metrics
- Efficient estimation of the ANOVA mean dimension, with an application to neural net classification
- Double-dimensional distributions: another approach to "quartic" distributions
- Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application
- Screening: from tornado diagrams to effective dimensions
- Global sensitivity analysis in epidemiological modeling
- Living on the edge: an unified approach to antithetic sampling
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
- Quasi-Monte Carlo point sets with small \(t\)-values and WAFOM
- On scrambled Halton sequences
- Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization
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