The smoothing effect of integration in R^d and the ANOVA decomposition
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Publication:4911907
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Cites work
- Estimating Mean Dimensionality of Analysis of Variance Decompositions
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- On decompositions of multivariate functions
- Sparse grids and related approximation schemes for higher dimensional problems
- The smoothing effect of the ANOVA decomposition
- Theoretical Numerical Analysis
Cited in
(32)- Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions
- On the fundamental conjecture of HDMR: a Fourier analysis approach
- Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
- Three kinds of discrete approximations of statistical multivariate distributions and their applications
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs
- Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights
- Numerical meshless solution of high-dimensional sine-Gordon equations via Fourier HDMR-HC approximation
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- Numerical integration of Hölder continuous, absolutely convergent Fourier, Fourier cosine, and Walsh series
- ANOVA decomposition of convex piecewise linear functions
- Note on ``The smoothing effect of integration in \(\mathbb {R}^d\) and the ANOVA decomposition
- The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth
- A Multigrid Method for Adaptive Sparse Grids
- On the scenario-tree optimal-value error for stochastic programming problems
- Smoothing the payoff for efficient computation of Basket option prices
- On the error rate of conditional quasi-Monte Carlo for discontinuous functions
- A Strong Law of Large Numbers for Scrambled Net Integration
- Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on \(\mathbb{R}^d\)
- Mean Dimension of Ridge Functions
- Randomized QMC Methods for Mixed-Integer Two-Stage Stochastic Programs with Application to Electricity Optimization
- Quasi-Monte Carlo-based conditional pathwise method for option Greeks
- Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities
- Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing
- Multilevel path branching for digital options
- Conditional quasi-Monte Carlo with constrained active subspaces
- Constructive approximation of high-dimensional functions with small efficient dimension with applications in uncertainty quantification
- A new class of moment-constrained mean square error representative samples for continuous distributions
- Density estimation for elliptic PDE with random input by preintegration and quasi-Monte Carlo methods
- The smoothing effect of the ANOVA decomposition
- High dimensional integration of kinks and jumps -- smoothing by preintegration
- Randomized quasi-Monte Carlo and importance sampling for super-fast growing functions with applications to finance
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