Randomization for continuous problems

DOI10.1016/0885-064X(89)90004-6zbMath0675.65012OpenAlexW1972373207MaRDI QIDQ1122297

Grzegorz W. Wasilkowski

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0885-064x(89)90004-6

zbMATH Keywords

computational complexityrandom methodstopological degreemaximumcubature formulasextremal pointfunction inversefunctional evaluationslinear problems on Hilbert spaces

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Symbolic computation and algebraic computation (68W30) Numerical mathematical programming methods (65K05) Degree, winding number (55M25) Numerical solutions to equations with linear operators (65J10) Algorithms for approximation of functions (65D15) Numerical quadrature and cubature formulas (65D32)

Related Items (17)

Infinite-dimensional quadrature and approximation of distributions ⋮ The algorithm designer versus nature: A game-theoretic approach to information-based complexity ⋮ Stochastic properties of quadrature formulas ⋮ Complexity of Banach space valued and parametric stochastic Itô integration ⋮ Liberating the Dimension for Function Approximation and Integration ⋮ Integration error for multivariate functions from anisotropic classes ⋮ Optimal linear randomized methods for linear operators in Hilbert spaces ⋮ Measures of uncertainty and information in computation ⋮ Average case complexity of linear multivariate problems. II: Applications ⋮ Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition ⋮ Approximate evaluations of characteristic polynomials of Boolean functions ⋮ Randomized approximation of Sobolev embeddings. II ⋮ Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure ⋮ On the power of standard information for \(L_{\infty}\) approximation in the randomized setting ⋮ The power of standard information for multivariate approximation in the randomized setting ⋮ Average case complexity of linear multivariate problems ⋮ On piecewise-polynomial approximation of functions with a bounded fractional derivative in an \(L_ p\)-norm

Cites Work

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• Complexity of computing topological degree of Lipschitz functions in n dimensions
• Average complexity for linear operators over bounded domains
• Approximation of linear functionals on a Banach space with a Gaussian measure
• The Monte Carlo method
• Information of varying cardinality
• How powerful is continuous nonlinear information for linear problems?
• An estimate of the mean remainder term in quadrature formulae
• A Retrospective and Prospective Survey of the Monte Carlo Method
• Stochastic Quadrature Formulas

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