A Nested Partitioning Procedure for Numerical Multiple Integration.
Abstract
An algorithm is presented for adaptively partitioning a multidimensional coordinate space based on optimization of a scalar function of the coordinates. The goal is to construct a set of hyperrectangular regions, such that the variation of function values within each region is small. These regions are then used as the basis for a stratified sampling estimate of the definite integral of the function. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1979
- Accession Number
- ADA081070
Entities
People
- Jerome H. Friedman
- Margaret H. Wright
Organizations
- Stanford University