An Implementation of the Multivariate Decomposition Method

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户:chen406507025
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  This talk is on implementing the Multivariate Decomposition Method(MDM)for approximating integrals over the infinite-dimensional unit cube,see "The multivariate decomposition method for infinite-dimensional integration" by Kuo,Nuyens,Plaskota,Sloan and Wasilkowski.
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