Approximation errors in truncated dimensional decompositions

@article{Rahman2013ApproximationEI,
  title={Approximation errors in truncated dimensional decompositions},
  author={Sharif Rahman},
  journal={Math. Comput.},
  year={2013},
  volume={83},
  pages={2799-2819}
}
The main theme of this paper is error analysis for approximations derived from two variants of dimensional decomposition of a multivariate function: the referential dimensional decomposition (RDD) and analysis-of-variance dimensional decomposition (ADD). New formulae are presented for the lower and upper bounds of the expected errors committed by bivariately and arbitrarily truncated RDD approximations when the reference point is selected randomly, thereby facilitating a means for weighing RDD… CONTINUE READING

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