Sparse quadrature for high-dimensional integration with Gaussian measure

Author: Chen Peng  

Publisher: Edp Sciences

E-ISSN: 1290-3841|52|2|631-657

ISSN: 0764-583x

Source: ESAIM: Mathematical Modelling and Numerical Analysis, Vol.52, Iss.2, 2018-07, pp. : 631-657

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Abstract