TY - GEN A1 - Roemisch, Werner T1 - ANOVA decomposition of convex piecewise linear functions N2 - Piecewise linear convex functions arise as integrands in stochastic programs. They are Lipschitz continuous on their domain, but do not belong to tensor product Sobolev spaces. Motivated by applying Quasi-Monte Carlo methods we show that all terms of their ANOVA decomposition, except the one of highest order, are smooth if the underlying densities are smooth and certain geometric condition is satisfied. The latter condition is generically satisfied in the normal case. KW - Quasi-Monte Carlo KW - ANOVA KW - ANOVA decomposition KW - efficient dimension KW - stochastic programming Y1 - 2012 UR - https://opus4.kobv.de/opus4-matheon/frontdoor/index/index/docId/1163 UR - https://nbn-resolving.org/urn:nbn:de:0296-matheon-11636 ER -