The average dimension of a multidimensional function for quasi-Monte Carlo estimates of an integral

Computational Mathematics and Mathematical Physics

Volumn 46, Issue 12, 2006, Pages 2061-2067

  Asotsky, D I ^a   Myshetskaya, E E ^a   Sobol', I M ^a  

^a INSTITUTE OF MATHEMATICAL MODELING   (Russian Federation)

Author keywords

ANOVA; Multidimensional integrals; Quasi Monte Carlo method; Sensitivity indices

Indexed keywords

EID: 33846186740     PISSN: 09655425     EISSN: 15556662     Source Type: Journal    
DOI: 10.1134/S0965542506120050     Document Type: Article

References (16)

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