Pages that link to "Item:Q708311"
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The following pages link to Dimension-wise integration of high-dimensional functions with applications to finance (Q708311):
Displaying 50 items.
- An adaptive dimension decomposition and reselection method for reliability analysis (Q381963) (← links)
- An efficient dimension-adaptive uncertainty propagation approach (Q426333) (← links)
- Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing (Q459298) (← links)
- Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence (Q486680) (← links)
- Sampling and cubature on sparse grids based on a B-spline quasi-interpolation (Q515985) (← links)
- Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids (Q544574) (← links)
- Sparse grid quadrature in high dimensions with applications in finance and insurance (Q608138) (← links)
- An efficient approach for quantifying parameter uncertainty in the SST turbulence model (Q667443) (← links)
- High dimensional integration of kinks and jumps -- smoothing by preintegration (Q724506) (← links)
- Reduced models for sparse grid discretizations of the multi-asset Black-Scholes equation (Q904258) (← links)
- Dimension-adaptive tensor-product quadrature (Q1412060) (← links)
- An efficient Bayesian uncertainty quantification approach with application to \(k\)-\(\omega\)-\(\gamma\) transition modeling (Q1645433) (← links)
- B-spline quasi-interpolation sampling representation and sampling recovery in Sobolev spaces of mixed smoothness (Q1696181) (← links)
- On the fundamental conjecture of HDMR: a Fourier analysis approach (Q1704731) (← links)
- On an interpolatory method for high dimensional integration (Q1964089) (← links)
- Generation and application of multivariate polynomial quadrature rules (Q1986197) (← links)
- Uncertainty quantification under dependent random variables by a generalized polynomial dimensional decomposition (Q1986743) (← links)
- Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition (Q2016136) (← links)
- Generalized sparse grid interpolation based on the fast discrete Fourier transform (Q2091290) (← links)
- The deep parametric PDE method and applications to option pricing (Q2161843) (← links)
- Stochastic isogeometric analysis in linear elasticity (Q2180446) (← links)
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
- Dimensionwise multivariate orthogonal polynomials in general probability spaces (Q2286053) (← links)
- Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration (Q2291479) (← links)
- Numerical meshless solution of high-dimensional sine-Gordon equations via Fourier HDMR-HC approximation (Q2322228) (← links)
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems (Q2349126) (← links)
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs? (Q2374362) (← links)
- Comparison of Sobol' sequences in financial applications (Q2417977) (← links)
- Momentum-space approach to asymptotic expansion for stochastic filtering (Q2434137) (← links)
- Learning multivariate functions with low-dimensional structures using polynomial bases (Q2667104) (← links)
- Sparse grids-based stochastic approximations with applications to aerodynamics sensitivity analysis (Q2952874) (← links)
- Anchor Points Matter in ANOVA Decomposition (Q2998541) (← links)
- Hyperspherical Sparse Approximation Techniques for High-Dimensional Discontinuity Detection (Q3186103) (← links)
- Approximation errors in truncated dimensional decompositions (Q3189450) (← links)
- A Multigrid Method for Adaptive Sparse Grids (Q3196656) (← links)
- Efficient exposure computation by risk factor decomposition (Q4619510) (← links)
- Sparse quadrature for high-dimensional integration with Gaussian measure (Q4961188) (← links)
- A Spline Dimensional Decomposition for Uncertainty Quantification in High Dimensions (Q5075231) (← links)
- Grouped Transformations and Regularization in High-Dimensional Explainable ANOVA Approximation (Q5084523) (← links)
- Low-Rank Tensor Approximation for Chebyshev Interpolation in Parametric Option Pricing (Q5131414) (← links)
- Approximation of High-Dimensional Periodic Functions with Fourier-Based Methods (Q5157402) (← links)
- A Hybrid HDMR for Mixed Multiscale Finite Element Methods with Application to Flows in Random Porous Media (Q5250325) (← links)
- Fast Discrete Fourier Transform on Generalized Sparse Grids (Q5254892) (← links)
- A Hyperspherical Adaptive Sparse-Grid Method for High-Dimensional Discontinuity Detection (Q5260897) (← links)
- Efficient Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction (Q5738153) (← links)
- Non-intrusive Uncertainty Quantification with Sparse Grids for Multivariate Peridynamic Simulations (Q5743956) (← links)
- Analysis of a Monte-Carlo Nystrom Method (Q5864678) (← links)
- Suboptimality of Gauss–Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness (Q6156607) (← links)
- Uncertainty quantification by optimal spline dimensional decomposition (Q6554152) (← links)
- Sparse additive function decompositions facing basis transforms (Q6620138) (← links)
