Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition

Jan Baldeaux, Michael Gnewuch. Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition. SIAM J. Numerical Analysis, 52(3):1128-1155, 2014. [doi]

Abstract

Abstract is missing.