Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals
Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals is a scholarly work, published in 2018 in ''SIAM Journal on Scientific and Statistical Computing''. The main subjects of the publication include random variate, multivariate statistics, orthogonal polynomials, Monte Carlo method, decomposition, quadrature, uncertainty quantification, biological function, Gaussian quadrature, set, discrete mathematics, applied mathematics, mathematics, and Quasi-Monte Carlo method. The authors provide numerical results for a test function to demonstrate the effectiveness of the algorithm.