Probabilistic setting of information-based complexity (Q1092660): Difference between revisions
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Revision as of 11:42, 18 June 2024
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English | Probabilistic setting of information-based complexity |
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Probabilistic setting of information-based complexity (English)
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1986
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We study the probabilistic (\(\epsilon\),\(\delta)\)-complexity for linear problems equipped with Gaussian measures. The probabilistic (\(\epsilon\),\(\delta)\)-complexity, \(comp^{prob}(\epsilon,\delta)\), is understood as the minimal cost required to compute approximations with error at most \(\epsilon\) on a set of measure at least 1-\(\delta\). We find estimates of \(comp^{prob}(\epsilon,\delta)\) in terms of eigenvalues of the correlation operator of the Gaussian measure over elements which we want to approximate. In particular, we study the approximation and integration problems.
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probabilistic epsilon-delta complexity
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Gaussian measures
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approximation
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integration
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