Quasi-regression

Journal of Complexity

Volumn 17, Issue 4, 2001, Pages 588-607

  An, Jian ^a   Owen, Art ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

Computer experiments; Function mining; Kriging; Numerical noise; Quasi interpolation

Indexed keywords

EID: 0035702613     PISSN: 0885064X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jcom.2001.0588     Document Type: Article

References (19)

1. Valuation of mortgage backed securities using brownian bridges to reduce effective dimension
2. Algorithms for computing the sample variance: Analysis and recommendations
3. A natural formulation of quasi-interpolation by multivariate splines
4. Bayesian prediction of deterministic functions, with applications to the design and analysis of computer experiments
5. Bayesian numerical analysis
6. On orthogonal series estimators for random design nonparametric regression
7. Integration and approximation in arbitrary dimensions
8. "Mining Geostatistics"
9. Computer experiments
10. Bayesian design and analysis of computer experiments: Use of derivatives in surface prediction
11. "Random Number Generation and Quasi-Monte Carlo Methods"
12. Scrambled net variance for integrals of smooth functions
13. A central limit theorem for Latin hypercube sampling
14. Assessing linearity in high dimensions
15. Faster valuation of financial derivatives
16. "Average Case Analysis of Numerical Problems"
17. Design and analysis of computer experiments (c/r: P423-435)
18. When are quasi-Monte Carlo algorithms efficient for high dimensional integration?
19. "Adaptive Importance Sampling for Integration"