TESTPACK

swMATH12713MaRDI QIDQ24639FDOQ24639

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Cited In (92)

• An adaptive numerical cubature algorithm for simplices
• On an interpolatory method for high dimensional integration
• Generation and application of multivariate polynomial quadrature rules
• Walsh figure of merit for digital nets: an easy measure for higher order convergent QMC
• Adaptive integration and approximation over hyper-rectangular regions with applications to basket option pricing
• Title not available (Why is that?)
• Generating moment matching scenarios using optimization techniques
• A comparison of strategies for the automatic computation of two-dimensional integrals over infinite domains
• Numerical integration based on trivariate \(C ^{2}\) quartic spline quasi-interpolants
• Title not available (Why is that?)
• Cubature formulas for function spaces with moderate smoothness
• FiEstAS sampling -- a Monte Carlo algorithm for multidimensional numerical integration
• \(d2lri\): A nonadaptive algorithm for two-dimensional cubature
• Extrapolation and adaptivity in software for automatic numerical integration on a cube
• Adaptive multi-element polynomial chaos with discrete measure: algorithms and application to SPDEs
• An adaptive minimum spanning tree multielement method for uncertainty quantification of smooth and discontinuous responses
• Error estimates for the ANOVA method with polynomial chaos interpolation: Tensor product functions
• A continuous analogue of the tensor-train decomposition
• Sequential approximation of functions in Sobolev spaces using random samples
• Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions
• Practical error estimation in adaptive multidimensional quadrature routines
• Quadrature Error Bounds with Applications to Lattice Rules
• Title not available (Why is that?)
• Imbedded Lattice Rules for Multidimensional Integration
• Monte Carlo algorithms for evaluating Sobol' sensitivity indices
• Title not available (Why is that?)
• Title not available (Why is that?)
• Efficient uncertainty quantification of stochastic CFD problems using sparse polynomial chaos and compressed sensing
• A GPU compatible quasi-Monte Carlo integrator interfaced to pySecDec
• The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
• Title not available (Why is that?)
• A randomized tensor quadrature method for high dimensional polynomial approximation
• A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media
• Spectral tensor-train decomposition
• Anchor points matter in ANOVA decomposition
• A randomized algorithm for multivariate function approximation
• Error trends in quasi-Monte Carlo integration
• High dimensional polynomial interpolation on sparse grids
• Robust adaptive numerical integration of irregular functions with applications to basket and other multi-dimensional exotic options
• Quasi-random integration in high dimensions
• A Generalized Spatially Adaptive Sparse Grid Combination Technique with Dimension-wise Refinement
• On a near optimal sampling strategy for least squares polynomial regression
• Title not available (Why is that?)
• Adaptive sparse grid algorithms with applications to electromagnetic scattering under uncertainty
• On ANOVA expansions and strategies for choosing the anchor point
• High dimensional integration of smooth functions over cubes
• Adaptive Smolyak Pseudospectral Approximations
• Title not available (Why is that?)
• Performance of cubature formulae in probabilistic model analysis and optimization
• A search for extensible low-WAFOM point sets
• Monte Carlo Variance of Scrambled Net Quadrature
• A spatially adaptive sparse grid combination technique for numerical quadrature
• Adaptive sampling-based quadrature rules for efficient Bayesian prediction
• A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems
• Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection
• An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
• Multi-element probabilistic collocation method in high dimensions
• Title not available (Why is that?)
• Scrambled net variance for integrals of smooth functions
• Title not available (Why is that?)
• Nonadaptive quasi-optimal points selection for least squares linear regression
• Quasi-Monte Carlo point sets with small \(t\)-values and WAFOM
• Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics
• Non-intrusive uncertainty quantification using reduced cubature rules
• A measure-theoretic interpretation of sample based numerical integration with applications to inverse and prediction problems under uncertainty
• Truncation dimension for linear problems on multivariate function spaces
• Generating nested quadrature rules with positive weights based on arbitrary sample sets
• Title not available (Why is that?)
• Title not available (Why is that?)
• High dimensional numerical problems
• CAS4DL: Christoffel adaptive sampling for function approximation via deep learning
• Towards stability results for global radial basis function based quadrature formulas
• A multi-element non-intrusive polynomial chaos method using agglomerative clustering based on the derivatives to study irregular and discontinuous quantities of interest
• Explicit Families of Functions on the Sphere with Exactly Known Sobolev Space Smoothness
• Support points
• Adaptive stratified Monte Carlo algorithm for numerical computation of integrals
• Correcting data corruption errors for multivariate function approximation
• An algorithm for QMC integration using low-discrepancy lattice sets
• An evaluation of adaptive numerical integration algorithms on parallel systems
• Cubature formulas for multisymmetric functions and applications to stochastic partial differential equations
• Stable high-order cubature formulas for experimental data
• An Adaptive Partition of Unity Method for Multivariate Chebyshev Polynomial Approximations
• Sequential function approximation with noisy data
• A geometrical interpretation of the addition of nodes to an interpolatory quadrature rule while preserving positive weights
• Optimal \(L_2\)-norm empirical importance weights for the change of probability measure
• On the Warnock-Halton quasi-standard error
• Mercer kernels and integrated variance experimental design: connections between Gaussian process regression and polynomial approximation
• Dependence properties of scrambled Halton sequences
• On the interface between nested designs and the multi-step interpolator
• Title not available (Why is that?)
• Compressed sensing with sparse corruptions: fault-tolerant sparse collocation approximations
• Title not available (Why is that?)

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