The smoothing effect of the ANOVA decomposition
From MaRDI portal
Publication:708315
DOI10.1016/j.jco.2010.04.003zbMath1205.65017OpenAlexW2065021724MaRDI QIDQ708315
Michael Griebel, Ian H. Sloan, Frances Y. Kuo
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.2010.04.003
Sobolev spacessmoothingnumerical examplesANOVA decompositionAsian optionquasi Monte Carlo methodoption pricesmultivariate function
Related Items (29)
Analysis of Preintegration Followed by Quasi–Monte Carlo Integration for Distribution Functions and Densities ⋮ Preintegration via Active Subspace ⋮ Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? ⋮ A Multigrid Method for Adaptive Sparse Grids ⋮ ANOVA Decomposition of Convex Piecewise Linear Functions ⋮ Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕} ⋮ Learning multivariate functions with low-dimensional structures using polynomial bases ⋮ Mean Dimension of Ridge Functions ⋮ Fast hyperbolic wavelet regression meets ANOVA ⋮ A Multilevel Method for Many-Electron Schrödinger Equations Based on the Atomic Cluster Expansion ⋮ Data analysis and statistical estimation for time series: improving presentation and interpretation ⋮ On the fundamental conjecture of HDMR: a Fourier analysis approach ⋮ The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth ⋮ Effective Dimension of Some Weighted Pre-Sobolev Spaces with Dominating Mixed Partial Derivatives ⋮ On the Error Rate of Conditional Quasi--Monte Carlo for Discontinuous Functions ⋮ Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs ⋮ Approximation of High-Dimensional Periodic Functions with Fourier-Based Methods ⋮ The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition ⋮ Reproducing kernel technique for high dimensional model representations (HDMR) ⋮ 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 ⋮ On decompositions of multivariate functions ⋮ Dimension-wise integration of high-dimensional functions with applications to finance ⋮ Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition ⋮ High dimensional integration of kinks and jumps -- smoothing by preintegration ⋮ Sparse harmonic transforms. II: Best \(s\)-term approximation guarantees for bounded orthonormal product bases in sublinear-time ⋮ On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems ⋮ Numerical meshless solution of high-dimensional sine-Gordon equations via Fourier HDMR-HC approximation ⋮ Automatic evaluations of cross-derivatives ⋮ Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
Cites Work
- Strong tractability of multivariate integration of arbitrary high order using digitally shifted polynomial lattice rules
- Theoretical Numerical Analysis
- On decompositions of multivariate functions
- Walsh Spaces Containing Smooth Functions and Quasi–Monte Carlo Rules of Arbitrary High Order
- Estimating Mean Dimensionality of Analysis of Variance Decompositions
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: The smoothing effect of the ANOVA decomposition
