01.12.2016

Group Seminar: QMC: ∞-Variate Integration

Speaker: Greg W. Wasilkowski (University of Kentucky); Location: SP2 416-2

We discuss recent results on efficient numerical approximation of integrals with infinitely many variables. For functions from weighted tensor product spaces, we show that the truncation and superposition dimensions are very small under modest error demands. We also present a new and efficient Multivariate Decomposition Method that is almost as efficient as quadratures for univariate problems.