Orthogonal projections are optimal algorithms (Q788227): Difference between revisions

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Revision as of 02:14, 5 March 2024

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Orthogonal projections are optimal algorithms
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    Orthogonal projections are optimal algorithms (English)
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    1984
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    By the use of Housholder transformations it is shown that orthogonal projections onto the range of the adjoint of the information operator are, in a very general sense, optimal algorithms. This allows a unified presentation of worst case optimal algorithms and average case optimal algorithms relative to Gaussian measures on infinite dimensional Hilbert spaces. The choice of optimal information is also discussed.
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    Housholder transformations
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    optimal algorithms
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    Gaussian measures
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    infinite dimensional Hilbert spaces
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    optimal information
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