Generalized tractability for multivariate problems. I: Linear tensor product problems and linear information

DOI10.1016/j.jco.2006.06.006zbMath1118.65001MaRDI QIDQ883336

Michael Gnewuch, Henryk Woźniakowski

Publication date: 4 June 2007

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2006.06.006

zbMATH Keywords

Information-based complexity; Eigenvalues; Multivariate problem; Worst-case error

Mathematics Subject Classification ID

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

65C05: Monte Carlo methods

68Q30: Algorithmic information theory (Kolmogorov complexity, etc.)

Related Items

Breaking the curse of dimensionality, Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence, Quasi-polynomial tractability, Liberating the dimension, Generalized tractability for multivariate problems. II: Linear tensor product problems, linear information, and unrestricted tractability, Multivariate approximation for analytic functions with Gaussian kernels, Quasi-polynomial tractability of linear problems in the average case setting, Infinite-dimensional integration on weighted Hilbert spaces

Cites Work

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• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Tractability and strong tractability of linear multivariate problems
• Quasi-Monte Carlo methods can be efficient for integration over products of spheres
• Finite-order weights imply tractability of linear multivariate problems
• Worst case complexity of multivariate Feynman--Kac path integration