ANOVA Decomposition of Convex Piecewise Linear Functions (Q2926240)

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Language	Label	Description	Also known as
English	ANOVA Decomposition of Convex Piecewise Linear Functions	scientific article

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scholarly article

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ANOVA Decomposition of Convex Piecewise Linear Functions (English)

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Werner Römisch

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Springer Proceedings in Mathematics & Statistics

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publication date

31 October 2014

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zbMATH Keywords

quasi-Monte Carlo method

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analysis of variance decomposition

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-642-41095-6_30

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Walsh Spaces Containing Smooth Functions and Quasi–Monte Carlo Rules of Arbitrary High Order

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The smoothing effect of the ANOVA decomposition

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The smoothing effect of integration in $\mathbb {R}^d$ and the ANOVA decomposition

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Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?

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A generalized discrepancy and quadrature error bound

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A Class of Statistics with Asymptotically Normal Distribution

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On Rates of Convergence for Stochastic Optimization Problems Under Non–Independent and Identically Distributed Sampling

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Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces

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QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND

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Randomly shifted lattice rules with the optimal rate of convergence for unbounded integrands

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On decompositions of multivariate functions

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Monte Carlo and quasi-Monte Carlo sampling

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Estimating Mean Dimensionality of Analysis of Variance Decompositions

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Multidimensional Variation for Quasi-Monte Carlo

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The Brownian bridge does not offer a consistent advantage in quasi-Monte Carlo integration

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Epi-convergent discretizations of stochastic programs via integration quadratures

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Variational Analysis

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Lectures on Stochastic Programming

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On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces

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When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?

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Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

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Tensor Analysis of ANOVA Decomposition

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The effective dimension and quasi-Monte Carlo integration

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Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?

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Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction

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Identifiers

zbMATH Open document ID

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10.1007/978-3-642-41095-6_30

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2926240

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