most citedOptimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition

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math.NA2013★ 21 cited

Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition

Josef Dick, Michael Gnewuch

We study the numerical integration problem for functions with infinitely many variables. The function spaces of integrands we consider are weighted reproducing kernel Hilbert space…