Linking the Hoeffding--Sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Wozniakowski
Abstract
Extensions of a result of Kuo et al. (Math. Comp., 79 (2010), 953–966) are presented which unify the derivation of the Hoeffding--Sobol and Möbius decompositions of a multivariate function as a sum of terms of increasing complexity.
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