Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals

Alexander D. Gilbert, Frances Y. Kuo, Dirk Nuyens, Grzegorz W. Wasilkowski. Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals. SIAM J. Scientific Computing, 40(5), 2018. [doi]

@article{GilbertKNW18,
  title = {Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals},
  author = {Alexander D. Gilbert and Frances Y. Kuo and Dirk Nuyens and Grzegorz W. Wasilkowski},
  year = {2018},
  doi = {10.1137/17M1161890},
  url = {https://doi.org/10.1137/17M1161890},
  researchr = {https://researchr.org/publication/GilbertKNW18},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Scientific Computing},
  volume = {40},
  number = {5},
}