A new optimal algorithm for weighted approximation and integration over R

DOI10.1023/A:1019164403899MaRDI QIDQ1587019zbMATH OpenOpenAlexFDO

Authors Lei Han, Grzegorz W. Wasilkowski

Publication date 22 November 2000

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1019164403899

zbMATH Keywords

complexityoptimal algorithmsweighted approximations

Mathematics Subject Classification ID

Numerical integration (65D30) Approximate quadratures (41A55) Best approximation, Chebyshev systems (41A50) Algorithms for approximation of functions (65D15)

Recommendations

• Complexity of weighted approximation over \(\mathbb{R}\)
• Worst case complexity of weighted approximation and integration over \(\mathbb{R}^d\)
• Optimal algorithms for doubly weighted approximation of univariate functions
• New averaging technique for approximating weighted integrals
• Average case complexity of weighted approximation and integration over \(\mathbb R_{+}\)

Cited in

(8)

• A Monte Carlo algorithm for weighted integration over $\mathbb {R}^d$
• New averaging technique for approximating weighted integrals
• Worst case complexity of weighted approximation and integration over \(\mathbb{R}^d\)
• Tractability of approximation of \(\infty\)-variate functions with bounded mixed partial derivatives
• Randomly shifted lattice rules for unbounded integrands
• Average case complexity of weighted approximation and integration over \(\mathbb R_{+}\)
• Asymptotically optimal weighted numerical integration
• Optimal algorithms for doubly weighted approximation of univariate functions

This page was built for publication: A new optimal algorithm for weighted approximation and integration over R

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1587019)