Noisy Information and Computational Complexity

From MaRDI portal





The book presents a theory of computational complexity of continuous problems with noisy information, i.e., contaminated by errors. The sources of noise include: previous computations, inexact measurements, transmission errors, arithmetic limitations, etc. Deterministic and random noise are considered. A number of applications is given. Noisy information is typical of many problems arising in different scientific fields, e.g. signal processing, control theory, computer vision, numerical algorithms, etc. This monograph is based on results of many researchers in this area including the results of the author. Some of the author's results are not published elsewhere. Information-based complexity models cover a large variety of problems but the author is mainly interested in linear problems, i.e., problems which can be described in terms of approximating a linear operator from noisy information about results of some linear functionals. The problem complexity depend on the setting. Worst case, average case, worst-average, average-worst and asymptotic case settings are studied in the different chapters of the book. Each chapter is followed by Notes, Remarks and Exercises. In the worst case setting, the error and the cost are defined by their worst performance. In the average case setting, the author consider the average error and cost. The mixed worst-average and average-worst case settings are obtained by combining the worst and average cases. In the asymptotic setting the author is interested in the asymptotic behavior of algorithms. Other settings such as probabilistic and randomized are not involved in the monograph. The paper is interesting for numerical mathematicians dealing with the theory of computational complexity as well as for statisticians, engineers, control theorists and economists.




Cited in
(54)








This page was built for publication: Noisy Information and Computational Complexity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4229815)