High dimensional integration of kinks and jumps—Smoothing by preintegration

Article

Abstract: We show how simple kinks and jumps of otherwise smooth integrands over Rd can be dealt with by a pre

Palabras claves:

ANOVA decomposition, Conditional sampling, High dimensional integration, Preintegration, Quasi Monte Carlo, Smoothing

Autores:

Andreas Griewank, Kuo F., Leovey H., Sloan I.

Fuentes:

scopus