Liberating the dimension
DOI10.1016/J.JCO.2009.12.003zbMATH Open1203.65057OpenAlexW1966269993MaRDI QIDQ708310FDOQ708310
Authors: F. Y. Kuo, Ian H. Sloan, Grzegorz W. Wasilkowski, H. Woźniakowski
Publication date: 11 October 2010
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jco.2009.12.003
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- Publication:5748369
algorithmscomplexityworst case errortractabilitylower and upper boundsinfinite dimensional integrationrandomly shifted lattice rules
Complexity and performance of numerical algorithms (65Y20) Numerical quadrature and cubature formulas (65D32) Multidimensional problems (41A63) Approximate quadratures (41A55)
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- New averaging technique for approximating weighted integrals
Cited In (48)
- Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
- On weighted Hilbert spaces and integration of functions of infinitely many variables
- On decompositions of multivariate functions
- Weighted geometric discrepancies and numerical integration on reproducing kernel Hilbert spaces
- Effective dimension of some weighted pre-Sobolev spaces with dominating mixed partial derivatives
- Quasi-Monte Carlo and \(\varepsilon\)-truncation dimension in ANOVA spaces
- The cost of deterministic, adaptive, automatic algorithms: cones, not balls
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- On efficient weighted integration via a change of variables
- Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness
- \( \varepsilon \)-superposition and truncation dimensions in average and probabilistic settings for \(\infty \)-variate linear problems
- Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
- Liberating the dimension for \(L_2\)-approximation
- Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
- Small superposition dimension and active set construction for multivariate integration under modest error demand
- Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
- Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights
- Liberating the dimension for function approximation: standard information
- Liberating the dimension for function approximation
- Tractability of infinite-dimensional integration in the worst case and randomized settings
- Very low truncation dimension for high dimensional integration under modest error demand
- Hyperbolic cross approximation in infinite dimensions
- Countable tensor products of Hermite spaces and spaces of Gaussian kernels
- On tractability of linear tensor product problems for \(\infty \)-variate classes of functions
- Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
- Approximation methods for piecewise deterministic Markov processes and their costs
- Equivalence of anchored and ANOVA spaces via interpolation
- On equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in \(L_1\) or \(L_\infty\)
- QMC Galerkin discretization of parametric operator equations
- Liberating the dimension for function approximation and integration
- Average case tractability of approximating \(\infty\)-variate functions
- Efficient implementations of the multivariate decomposition method for approximating infinite-variate integrals
- Efficient algorithms for multivariate and \(\infty\)-variate integration with exponential weight
- MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM
- Title not available (Why is that?)
- Intractability results for integration in tensor product spaces
- Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence
- Worlds and propositions set free
- A note on equivalence of anchored and ANOVA spaces; lower bounds
- On weak tractability of the Clenshaw-Curtis Smolyak algorithm
- Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration
- Integration and approximation in arbitrary dimensions
- Infinite-dimensional integration on weighted Hilbert spaces
- Tractability of approximation of \(\infty\)-variate functions with bounded mixed partial derivatives
- Infinite-dimensional integration and the multivariate decomposition method
- How high is high-dimensional?
- Some results on the complexity of numerical integration
- MDFEM: multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM
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