Sparse quadrature for high-dimensional integration with Gaussian measure (Q4961188)
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scientific article; zbMATH DE number 6966736
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse quadrature for high-dimensional integration with Gaussian measure |
scientific article; zbMATH DE number 6966736 |
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Sparse quadrature for high-dimensional integration with Gaussian measure (English)
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26 October 2018
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uncertainty quantification
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high-dimensional integration
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curse of dimensionality
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convergence analysis
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Gaussian measure
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sparse grids
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a priori construction
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a posteriori construction
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