Monte Carlo Transition Dynamics and Variance Reduction
β Scribed by M. Fitzgerald; R. R. Picard; R. N. Silver
- Book ID
- 110373566
- Publisher
- Springer
- Year
- 2000
- Tongue
- English
- Weight
- 198 KB
- Volume
- 98
- Category
- Article
- ISSN
- 0022-4715
No coin nor oath required. For personal study only.
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## Abstract The High Dimensional Model Representation (HDMR) technique is a procedure for efficiently representing highβdimensional functions. A practical form of the technique, RSβHDMR, is based on randomly sampling the overall function and utilizing orthonormal polynomial expansions. The determin