Orthogonal projections are optimal algorithms

DOI10.1016/0021-9045(84)90018-2MaRDI QIDQ788227zbMATH OpenOpenAlexFDO

Authors Charles A. Micchelli

Publication date 1984

Published in Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0021-9045(84)90018-2

zbMATH Keywords

Gaussian measuresHousholder transformationsinfinite dimensional Hilbert spacesoptimal algorithmsoptimal information

Mathematics Subject Classification ID

Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Algorithms for approximation of functions (65D15)

Review text

By the use of Housholder transformations it is shown that orthogonal projections onto the range of the adjoint of the information operator are, in a very general sense, optimal algorithms. This allows a unified presentation of worst case optimal algorithms and average case optimal algorithms relative to Gaussian measures on infinite dimensional Hilbert spaces. The choice of optimal information is also discussed.

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Cites work

• Average case optimality for linear problems
• Gaussian measures in Banach spaces
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• Optimal Estimation of Linear Operators in Hilbert Spaces from Inaccurate Data
• SYMMETRIC GAUGE FUNCTIONS AND UNITARILY INVARIANT NORMS

Cited in

(10)

• Average case optimal algorithms in Hilbert spaces
• Oblique projections: Formulas, algorithms, and error bounds
• Random approximation of Sobolev embeddings
• Linear widths of a multivariate function space equipped with a Gaussian measure
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• scientific article; zbMATH DE number 177344 (Why is no real title available?)
• Samplets: wavelet concepts for scattered data
• Probabilistic and average widths of multivariate Sobolev spaces with mixed derivative equipped with the Gaussian measure
• s-numbers in information-based complexity
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