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The curse of dimensionality for the class of monotone functions and for the class of convex functions
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    The curse of dimensionality for the class of monotone functions and for the class of convex functions (English)
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    9 August 2011
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    The authors study the integration problem and the approximation problem, in the \(L^p\) norm with \(p\in [1,\infty]\), for classes of monotone or convex \(d\)-variate bounded functions, here \(d\) is the numbers of variables. By curse of dimensionality, the authors define the minimal cost of computing an \(\varepsilon\)-approximation. The conclusion of the paper is that the curse of dimensionality holds for the \(L^p\)-approximation problem for both classes of monotone functions, respectively of convex functions.
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    integration problem
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    monotone functions
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    convex functions
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    minimal cost computing
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    curse of dimensionality
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