Truncation in average and worst case settings for special classes of \(\infty \)-variate functions

DOI10.1016/J.MATCOM.2018.11.018OpenAlexW2963120137MaRDI QIDQ1997558

Peter Kritzer, Friedrich Pillichshammer, Grzegorz W. Wasilkowski

Publication date: 2 March 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.02113

zbMATH Keywords

reproducing kernelworst case errorcovariance kerneldimension truncationaverage case error

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Number theory (11-XX)

Related Items (2)

Quasi-Monte Carlo and \(\varepsilon\)-truncation dimension in ANOVA spaces ⋮ \( \varepsilon \)-superposition and truncation dimensions in average and probabilistic settings for \(\infty \)-variate linear problems

Uses Software

• QMC4PDE

Cites Work

• Unnamed Item
• Very low truncation dimension for high dimensional integration under modest error demand
• Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
• Tractability of multivariate problems. Volume I: Linear information
• Average-case analysis of numerical problems
• Truncation dimension for linear problems on multivariate function spaces
• High-dimensional integration on \(\mathbb{R}^d\), weighted Hermite spaces, and orthogonal transforms
• Integration in Hermite spaces of analytic functions
• On the Optimal Order of Integration in Hermite Spaces with Finite Smoothness
• Multivariate integration of infinitely many times differentiable functions in weighted Korobov spaces

This page was built for publication: Truncation in average and worst case settings for special classes of \(\infty \)-variate functions