Orthogonal projections are optimal algorithms (Q788227): Difference between revisions
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Property / cites work: Optimal Estimation of Linear Operators in Hilbert Spaces from Inaccurate Data / rank | |||
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Latest revision as of 11:44, 14 June 2024
scientific article
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English | 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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