Average case optimal algorithms in Hilbert spaces
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We study optimal algorithms and optimal information for an average case model. This is done for linear problems in a separable Hilbert space equipped with a probability measure. We show, in particular, that for any measure a (linear) spline algorithm is optimal among linear algorithms. The spline algorithm is defined in terms of the covariance operator of the measure. We provide a condition on the measure which guarantees that the spline algorithm is optimal among all algorithms. The problem of optimal information is also solved.
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Cites work
- Average case optimal algorithms in Hilbert spaces
- Average case optimality for linear problems
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Cited in
(29)- Average case optimal algorithms in Hilbert spaces
- An information-based approach to ill-posed problems
- A stochastic analog to Chebyshev centers and optimal average case algorithms
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- How powerful is continuous nonlinear information for linear problems?
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- Asymptotic analysis in multivariate average case approximation with Gaussian kernels
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- An estimate of average case approximation complexity for tensor degrees of random processes
- Optimal algorithms for computing average temperatures
- A simplified criterion for quasi-polynomial tractability of approximation of random elements and its applications
- Invertibility of random fredholm operators
- What is the complexity of ill-posed problems?
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- An Average-Case Sublinear Exact Li and Stephens Forward Algorithm
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- Can adaption help on the average?
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- Average case optimality for linear problems
- Probabilistic analysis of numerical methods for integral equations
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- Multivariate \(L_{\infty}\) approximation in the worst case setting over reproducing kernel Hilbert spaces
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