Average case \(L_\infty\)-approximation in the presence of Gaussian noise

DOI10.1006/jath.1998.3175zbMath0913.41019MaRDI QIDQ1266109

Leszek Plaskota

Publication date: 31 May 1999

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

Full work available at URL: https://doi.org/10.1006/jath.1998.3175

zbMATH Keywords

Wiener measure; Gaussian noise; minimal average error; \(L_\infty\)-approximation

Mathematics Subject Classification ID

41A60: Asymptotic approximations, asymptotic expansions (steepest descent, etc.)

41A15: Spline approximation

Related Items

Information-based nonlinear approximation: an average case setting, Optimal designs for weighted approximation and integration of stochastic processes on \([0,\infty)\)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On average complexity of global optimization problems
• Function approximation and integration on the Wiener space with noisy data
• Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
• Average-case analysis of numerical problems
• Optimal approximation of linear operators based on noisy data on functionals
• Probabilistic and average linear width in \(L_ \infty\)-norm with respect to \(r\)-fold Wiener measure
• Almost optimal differentiation using noisy data
• Worst case complexity of problems with random information noise
• Approximation and optimization on the Wiener space
• An Asymptotically Minimax Regression Estimator in the Uniform Norm up to Exact Constant