Optimal Monte Carlo methods for \(L^2\)-approximation
From MaRDI portal
Publication:1731916
DOI10.1007/s00365-018-9428-4OpenAlexW2963709371MaRDI QIDQ1731916
Publication date: 14 March 2019
Published in: Constructive Approximation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.04567
Monte Carlo methodsoptimal order of convergencemultivariate integrationapproximation of multivariate functionspreasymptotic estimates
Analysis of algorithms and problem complexity (68Q25) Monte Carlo methods (65C05) Multidimensional problems (41A63) Rate of convergence, degree of approximation (41A25) Algorithms for approximation of functions (65D15) Complexity and performance of numerical algorithms (65Y20) Numerical integration (65D30) Numerical analysis (65-XX)
Related Items
On the power of standard information for tractability for \(L_2\)-approximation in the average case setting, Lower bounds for integration and recovery in \(L_2\), Optimal randomized quadrature for weighted Sobolev and Besov classes with the Jacobi weight on the ball, A sharp upper bound for sampling numbers in \(L_2\), Recovery of Sobolev functions restricted to iid sampling, On the power of standard information for \(\mathbb{L}_2\)-approximation in the average case setting, On the power of standard information for tractability for \(L_{\infty}\) approximation of periodic functions in the worst case setting, Multivariate Approximation in Downward Closed Polynomial Spaces, Function values are enough for \(L_2\)-approximation, Optimal pointwise sampling for \(L^2\) approximation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the stability and accuracy of least squares approximations
- Tractability of multivariate problems. Volume III: Standard information for operators
- Approximation of mixed order Sobolev functions on the \(d\)-torus: asymptotics, preasymptotics, and \(d\)-dependence
- Linear information versus function evaluations for \(L_2\)-approximation
- Tractability of multivariate problems. Volume I: Linear information
- Random approximation of Sobolev embeddings
- Optimal linear randomized methods for linear operators in Hilbert spaces
- Tensor power sequences and the approximation of tensor product operators
- A universal algorithm for multivariate integration
- On the \({\mathcal L}_ 2 n\)-width of certain classes of functions of several variables
- Counting Via Entropy: New Preasymptotics for the Approximation Numbers of Sobolev Embeddings
- Spline interpolation on sparse grids
- The power of standard information for multivariate approximation in the randomized setting
- Optimal weighted least-squares methods
- A Monte Carlo Method for Integration of Multivariate Smooth Functions
