On the use of dimension reduction techniques in quasi-Monte Carlo methods
type: Item
instance of: scholarly article
title: On the use of dimension reduction techniques in quasi-Monte Carlo methods
zbMATH Open document ID: 1187.65002
author: Yanyan Li
published in: Mathematical and Computer Modelling
publication date: 2009-07-19T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 62H25
zbMATH DE Number: 5580538
zbMATH Keywords: quasi-Monte Carlo
zbMATH Keywords: Brownian bridge
zbMATH Keywords: PCA
zbMATH Keywords: ANOVA decomposition
zbMATH Keywords: the degree of additivity
MaRDI profile type: MaRDI publication profile
full work available at URL: j.mcm.2007.05.020
OpenAlex ID: W2010205338
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DOI: 10.1016/J.MCM.2007.05.020
description: scientific article; zbMATH DE number 5580538