Quasi-Monte Carlo and ε-truncation dimension in ANOVA spaces

Wasilkowski G. W.

首页> 外文期刊>Journal of complexity >Quasi-Monte Carlo and ε-truncation dimension in ANOVA spaces

【24h】

Quasi-Monte Carlo and ε-truncation dimension in ANOVA spaces

机译：在空间中的几个蒙特卡罗和ε-截断尺寸

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

We explain the efficiency of quasi-Monte Carlo methods for high dimensional integration by proving that the worst case epsilon-truncation dimension of the error functional on gamma-weighted ANOVA spaces is small for modest error demands. (c) 2020 Elsevier Inc. All rights reserved.

著录项

来源
《Journal of complexity》 |2021年第2期|101500.1-101500.16|共16页
作者
Wasilkowski G. W.;
展开▼
作者单位

Univ Kentucky Comp Sci Dept 301 David Marksbury Bldg 329 Rose St Lexington KY 40506 USA;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类
关键词
Multivariate integration; Quasi-Monte Carlo; ANOVA spaces;

机译：多变量集成;差别蒙特卡罗;Anova空间;

相似文献

外文文献
中文文献
专利

1. Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space [J] . R. El Haddad, C. Lecot, P. LEcuyer, Mathematics and computers in simulation . 2010,第3期

机译：具有连续多维状态空间的马尔可夫链的拟蒙特卡罗方法
2. Probabilistic load flow computation considering dependence of wind powers and using quasi-Monte Carlo method with truncated regular vine copula [J] . Huang Yueshan, Chen Shuheng, Chen Zhe, European transactions on electrical power engineering . 2020,第12期

机译：考虑风力依赖性和使用截断普通藤蔓豆类的准蒙特卡罗方法的概率负荷流量
3. Quasi-Monte Carlo tractability of integration problem in function spaces defined over products of balls [J] . Zhang Jie, Liu Yongping International Journal of Wavelets, Multiresolution and Information Processing . 2019,第6期

机译：球形上定义的功能空间中的集成问题的准蒙特卡罗易易易无法易腐烂性
4. Quasi-Monte Carlo: halftoning in high dimensions? [C] . Kenneth M. Hanson Conference on Computational Imaging Jan 23-24, 2003 Santa Clara, California, USA . 2003

机译：准蒙特卡洛：在高尺寸上半色调？
5. Monte Carlo and quasi-Monte Carlo methods in financial derivative pricing. [D] . Goncu, Ahmet. 2009

机译：金融衍生产品定价中的蒙特卡洛和准蒙特卡洛方法。
6. Multilevel and quasi-Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media [O] . D. Crevillén-García, H. Power 2017

机译：多级和准蒙特卡洛方法用于通过随机异质多孔介质的颗粒传播时间的不确定性定量
7. A global adaptive quasi-Monte Carlo algorithm for functions of low truncation dimension applied to problems from finance [O] . Nuyens Dirk, Waterhouse Ben J. 2012

机译：低截断维函数的全局自适应拟蒙特卡罗算法在金融问题中的应用

Quasi-Monte Carlo and ε-truncation dimension in ANOVA spaces

摘要

著录项

相似文献

相关主题

期刊订阅