An algorlthrs is presented for adaptively partitioning a multidirsenslonal coorchnate space on the basis of optimization of a scalar functmn 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 samplmg estlrsate of the defirste integral of the function.
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Friedman et al. (1981) studied this question.
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