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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]

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