On the necessity of low-effective dimension

Journal of Complexity

Volumn 21, Issue 5, 2005, Pages 710-721

  Tezuka, Shu ^a  

^a KYUSHU UNIVERSITY   (Japan)

Author keywords

ANOVA; Effective dimension; Generalized Sobol' sequences; High dimensional integrals; Monte Carlo and quasi Monte Carlo methods; Walsh functions

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; INTEGRATION; MONTE CARLO METHODS; PROBLEM SOLVING;

ANOVA; EFFECTIVE DIMENSIONS; GENERALIZED SOBOL' SEQUENCE; HIGH-DIMENSIONAL INTEGRALS; MONTE CARLO AND QUASI-MONTE CARLO METHODS; WALSH FUNCTIONS;

FUNCTIONS;

EID: 27144502438     PISSN: 0885064X     EISSN: 10902708     Source Type: Journal    
DOI: 10.1016/j.jco.2005.05.004     Document Type: Article

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