Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals.
Alexander D. GilbertFrances Y. KuoDirk NuyensGrzegorz W. WasilkowskiPublished in: SIAM J. Sci. Comput. (2018)
Keyphrases
- decomposition method
- decomposition methods
- decomposition algorithm
- tree decomposition
- statistical tests
- multivariate data
- dependence structure
- empirical bayes
- regression model
- multivariate gaussian distribution
- database
- multivariate normal
- point processes
- importance sampling
- knowledge representation
- np hard
- data mining