Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration
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Publication:2291479
DOI10.1016/j.jat.2019.105342zbMath1434.41028arXiv1903.02276OpenAlexW2922514859WikidataQ126660498 ScholiaQ126660498MaRDI QIDQ2291479
Publication date: 31 January 2020
Published in: Journal of Approximation Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.02276
sparse gridrandomized algorithminfinite-dimensional approximationmultivariate decomposition methodchanging dimension algorithmtensor product problem
Random operators and equations (aspects of stochastic analysis) (60H25) Multidimensional problems (41A63) Randomized algorithms (68W20)
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