Efficient implementations of the Multivariate Decomposition Method for approximating infinite-variate integrals.
Alexander D. GilbertFrances Y. KuoDirk NuyensGrzegorz W. WasilkowskiPublished in: CoRR (2017)
Keyphrases
- decomposition method
- decomposition methods
- decomposition algorithm
- tree decomposition
- regression model
- multivariate data
- statistical tests
- multivariate time series
- finite sets
- mixed data
- qr decomposition
- sugeno integral
- fuzzy measures
- importance sampling
- control charts
- rough sets
- fuzzy integral
- dependence structure
- point processes