On ANOVA expansions and strategies for choosing the anchor point

We present a comparative study of several strategies for the choice of this anchor point and argue that the optimal choice of this anchor point is the center point of a sparse grid quadrature. This choice induces no additional cost and, as we shall show, results in a natural truncation of the ANOVA expansion. The efficiency and accuracy is illustrated through several standard benchmarks and this choice is shown to outperform the alternatives over a range of applications.