A new optimal algorithm for weighted approximation and integration over R
This paper continues an earlier one of of \textit{G. W. Wasilkowski} and \textit{H. Wožniakowski} [J. Approximation Theory (to appear)] concerning the complexities of weighted approximation and weighted integration problems for smooth univariate functions defined over \(\mathbb R\). The authors propose a new (almost) optimal algorithm that, for a number of instances, is easier to implement. This new algorithm has a cost smaller than the original algorithm from an earlier paper. The new algorithm is also tested and two types of empirical results are given.
- 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 \(\mathbb R_{+}\)
- New averaging technique for approximating weighted integrals
- Asymptotically optimal weighted numerical integration
- Worst case complexity of weighted approximation and integration over \(\mathbb{R}^d\)
- Tractability of approximation of \(\infty\)-variate functions with bounded mixed partial derivatives
- A Monte Carlo algorithm for weighted integration over $\mathbb {R}^d$
- Average case complexity of weighted approximation and integration over \(\mathbb R_{+}\)
- Randomly shifted lattice rules for unbounded integrands
- Optimal algorithms for doubly weighted approximation of univariate functions
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