Mean Dimension of Ridge Functions

DOI10.1137/19M127149XOpenAlexW3016476248MaRDI QIDQ5107207

Christopher R. Hoyt, Art B. Owen

Publication date: 17 April 2020

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.01942

zbMATH Keywords

ANOVAquasi-Monte CarloRao-Blackwellizationconditional Monte Carlorandomized quasi-Monte Carlopreintegration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30)

Related Items (2)

Preintegration via Active Subspace ⋮ Efficient Estimation of the ANOVA Mean Dimension, with an Application to Neural Net Classification

Uses Software

• rhalton
• QMC4PDE
• sobol.cc

Cites Work

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