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JC
2010
55views more  JC 2010»
11 years 10 months ago
Dimension-wise integration of high-dimensional functions with applications to finance
We present a new general class of methods for the computation of high-dimensional integrals. The quadrature schemes result by truncation and discretization of the anchored-ANOVA d...
Michael Griebel, Markus Holtz
MFCS
2005
Springer
12 years 5 months ago
Dimension Is Compression
Abstract. Effective fractal dimension was defined by Lutz (2003) in order to quantitatively analyze the structure of complexity classes. Interesting connections of effective dim...
María López-Valdés, Elvira Ma...
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