论文信息 - A Nested Partitioning Procedure for Numerical Multiple Integration

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)

Margaret H. Wright | Jerome H. Friedman | J. Friedman | M. H. Wright

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