Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
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Publication:2016136
DOI10.1016/j.jat.2014.04.014zbMath1296.41025arXiv1306.2821OpenAlexW1984820072MaRDI QIDQ2016136
Publication date: 19 June 2014
Published in: Journal of Approximation Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.2821
numerical integrationANOVA decompositionquasi-Monte Carlo methodrandomized algorithmsmultivariate decomposition methoddimension-wise quadrature method
Analysis of algorithms (68W40) Monte Carlo methods (65C05) Integration with respect to measures and other set functions (28A25) Approximate quadratures (41A55) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)
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