Lifting the curse of dimensionality - bringing together the quasi Monte Carlo and sparse grid methods

解除维数诅咒 - 将准蒙特卡罗和稀疏网格方法结合在一起

• 批准号: LX0881924
• 负责人: Em/Prof Ian Sloan
• 金额: $ 2.67万
• 依托单位: The University of New South Wales
• 依托单位国家: 澳大利亚
• 项目类别: Linkage - International
• 财政年份: 2008
• 资助国家: 澳大利亚
• 起止时间: 2008-01-01 至 2009-06-30
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/LX0881924
• 关键词: Lifting; curse; dimensionality; bringing; together

This project is expected to lead to improved methods for handling high-dimensional problems (i.e. problems with many variables) that arise in finance, statistics, commerce, physics, and many other fields. In turn this could lead to significant economic benefit, especially to high-value service industries such as the finance industry. By strengthening international collaboration, it will also help to maintain Australia's strong position in international research in the mathematical sciences.

该项目预计将导致处理金融，统计，商业，物理和许多其他领域中出现的高维问题（即具有许多变量的问题）的改进方法。 反过来，这可能会带来巨大的经济效益，特别是对金融业等高价值服务业。 通过加强国际合作，它还将有助于保持澳大利亚在数学科学国际研究中的强势地位。