On Optimal Algorithms in an Asymptotic Model with Gaussian Measure

DOI10.1137/0519045MaRDI QIDQ3795156zbMATH OpenOpenAlexFDO

Authors Grzegorz W. Wasilkowski, H. Woźniakowski

Publication date 1988

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0519045

zbMATH Keywords

asymptotic modelGaussian measureHilbert spacesoptimal algorithmrate of convergence

Mathematics Subject Classification ID

Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Equations and inequalities involving linear operators, with vector unknowns (47A50) Numerical solutions to equations with linear operators (65J10)

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Cited in

(12)

• Average case optimal algorithms in Hilbert spaces
• Approximation of linear functionals on a Banach space with a Gaussian measure
• Optimal algorithms for linear problems with Gaussian measures
• Measures of uncertainty and information in computation
• ABC on IBC
• Disintegration of Gaussian measures and average-case optimal algorithms
• On the choice of statistical model for one-dimensional P-algorithms
• A probabilistic analysis of linear operator testing
• Homogeneous algorithms and solvable problems on cones
• Orthogonal projections are optimal algorithms
• Noisy information for linear problems in the asymptotic setting
• Orthogonally invariant measures and best approximation of linear operators

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