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Volumn 28, Issue 1, 2000, Pages 1-19

Assessing linearity in high dimensions

Author keywords

Computer experiment function mining; Monte Carlo; Quasi interpolation; Quasi regression; Tractability

Indexed keywords


EID: 0034407706     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1016120362     Document Type: Article
Times cited : (17)

References (16)
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  • 3
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    • Methodologies in spectral analysis of large dimensional random matrices, a review (with discussion)
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  • 4
    • 0003008716 scopus 로고    scopus 로고
    • Valuation of mortgage backed securities using brownian bridges to reduce effective dimension
    • CAFLISCH, R. E., MOROKOFF, W. and OWEN, A. B. (1997). Valuation of mortgage backed securities using brownian bridges to reduce effective dimension. J. Comput. Finance 1 27-46.
    • (1997) J. Comput. Finance , vol.1 , pp. 27-46
    • Caflisch, R.E.1    Morokoff, W.2    Owen, A.B.3
  • 5
    • 84952519631 scopus 로고
    • Algorithms for computing the sample variance: Analysis and recommendations
    • CHAN, T. F., GOLUB, G. H. and LEVEQUE, R. J. (1983). Algorithms for computing the sample variance: analysis and recommendations. Amer. Statist. 37 242-247.
    • (1983) Amer. Statist. , vol.37 , pp. 242-247
    • Chan, T.F.1    Golub, G.H.2    Leveque, R.J.3
  • 6
    • 0001044784 scopus 로고
    • A natural formulation of quasi-interpolation by multivariate splines
    • CHUI, C. K. and DIAMOND, H. (1987). A natural formulation of quasi-interpolation by multivariate splines. Proc. Amer. Math. Soc. 99 643-646.
    • (1987) Proc. Amer. Math. Soc. , vol.99 , pp. 643-646
    • Chui, C.K.1    Diamond, H.2
  • 10
    • 0041638501 scopus 로고    scopus 로고
    • Integration and approximation in arbitrary dimensions
    • To appear
    • HICKERNELL, F. J. and WOZNIAKOWSKI, H. (2000). Integration and approximation in arbitrary dimensions. Adv. in Comput. Math. To appear.
    • (2000) Adv. in Comput. Math.
    • Hickernell, F.J.1    Wozniakowski, H.2
  • 12
    • 0018468345 scopus 로고
    • A comparison of three methods for selecting values of input variables in the analysis of output from a computer code
    • MCKAY, M. D., BECKMAN, R. J. and CONOVER, W. J. (1979). A comparison of three methods for selecting values of input variables in the analysis of output from a computer code. Technometrics 21 239-45.
    • (1979) Technometrics , vol.21 , pp. 239-245
    • Mckay, M.D.1    Beckman, R.J.2    Conover, W.J.3
  • 13
    • 0000732297 scopus 로고
    • A central limit theorem for Latin hypercube sampling
    • OWEN, A. B. (1992). A central limit theorem for Latin hypercube sampling. J. Roy. Statist. Soc. Ser. B 54 541-551.
    • (1992) J. Roy. Statist. Soc. Ser. B , vol.54 , pp. 541-551
    • Owen, A.B.1
  • 14
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    • Faster valuation of financial derivatives
    • PASKOV, S. and TRAUB, J. (1995). Faster valuation of financial derivatives. J. Portfolio Management 22 113-120.
    • (1995) J. Portfolio Management , vol.22 , pp. 113-120
    • Paskov, S.1    Traub, J.2
  • 15
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    • When are quasi-Monte Carlo algorithms efficient for high dimensional integration?
    • SLOAN, I. H. and WOZNIAKOWSKI, H. (1998). When are quasi-Monte Carlo algorithms efficient for high dimensional integration? J. Complexity 14 1-33.
    • (1998) J. Complexity , vol.14 , pp. 1-33
    • Sloan, I.H.1    Wozniakowski, H.2
  • 16
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    • Large sample properties of simulations using Latin hypercube sampling
    • STEIN, M. (1987). Large sample properties of simulations using Latin hypercube sampling. Technometrics 29 143-51.
    • (1987) Technometrics , vol.29 , pp. 143-151
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.