Finite-order weights imply tractability of multivariate integration
نویسندگان
چکیده
منابع مشابه
Finite-order weights imply tractability of multivariate integration
Multivariate integration of high dimension s occurs in many applications. In many such applications, for example in finance, integrands can often be approximated by sums of functions of just a few variables. In this situation the superposition (or effective) dimension is small, and we can model the problem with finite-order weights, where the weights describe the relative importance of each dis...
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ژورنال
عنوان ژورنال: Journal of Complexity
سال: 2004
ISSN: 0885-064X
DOI: 10.1016/j.jco.2003.11.003