Embeddings for infinite-dimensional integration and L₂-approximation with increasing smoothness

DOI10.1016/J.JCO.2019.04.002zbMATH Open1432.46020arXiv1809.07103OpenAlexW2949713892MaRDI QIDQ2274409FDOQ2274409

Michael Gnewuch, Mario Hefter, Grzegorz W. Wasilkowski, Aicke Hinrichs, Klaus Ritter

Publication date: 19 September 2019

Published in: Journal of Complexity (Search for Journal in Brave)

Abstract: We study integration and $L_2$-approximation on countable tensor products of function spaces of increasing smoothness. We obtain upper and lower bounds for the minimal errors, which are sharp in many cases including, e.g., Korobov, Walsh, Haar, and Sobolev spaces. For the proofs we derive embedding theorems between spaces of increasing smoothness and appropriate weighted function spaces of fixed smoothness.

Full work available at URL: https://arxiv.org/abs/1809.07103

Recommendations

• Tractability of infinite-dimensional integration in the worst case and randomized settings
• Liberating the dimension for \(L_2\)-approximation
• Weak and quasi-polynomial tractability of approximation of infinitely differentiable functions
• Exponential convergence of an approximation problem for infinitely differentiable multivariate functions
• scientific article; zbMATH DE number 2161076
• Computational complexity of continuous problems
• Complexity of weighted approximation over \(\mathbb{R}\)
• On the power of standard information for multivariate approximation in the worst case setting
• Probabilistic complexity analysis for linear problems in bounded domains
• Average complexity for linear problems in a model with varying information noise

zbMATH Keywords

reproducing kernel Hilbert spacesembedding theoremstractabilityhigh-dimensional integrationinfinite-dimensional integration

Mathematics Subject Classification ID

Numerical integration (65D30) Multidimensional problems (41A63) Approximate quadratures (41A55) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35)

Cites Work

• Hyperbolic cross approximation. Lecture notes given at the courses on constructive approximation and harmonic analysis, Barcelona, Spain, May 30 -- June 3, 2016
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Tractability of multivariate approximation defined over Hilbert spaces with exponential weights
• Tractability of multivariate analytic problems
• Tractability of multivariate problems. Volume III: Standard information for operators
• Tractability of multivariate problems. Volume I: Linear information
• Tractability of multivariate problems. Volume II: Standard information for functionals.
• Novel results for the anisotropic sparse grid quadrature
• Hyperbolic cross approximation in infinite dimensions
• On embeddings of weighted tensor product Hilbert spaces
• Equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in \(L_p\)
• Very low truncation dimension for high dimensional integration under modest error demand
• On decompositions of multivariate functions
• High-dimensional integration: The quasi-Monte Carlo way
• Equivalence of anchored and ANOVA spaces via interpolation
• On equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in \(L_1\) or \(L_\infty\)
• Discrepancy Theory and Quasi-Monte Carlo Integration
• A note on equivalence of anchored and ANOVA spaces; lower bounds
• Liberating the dimension
• Stable splittings of Hilbert spaces of functions of infinitely many variables
• On tractability of linear tensor product problems for \(\infty \)-variate classes of functions
• Title not available (Why is that?)
• The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension
• Liberating the dimension for \(L_2\)-approximation
• Liberating the Dimension for Function Approximation and Integration
• Liberating the dimension for function approximation: standard information
• Tractability of infinite-dimensional integration in the worst case and randomized settings
• Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
• Tractability through increasing smoothness
• Uniform weak tractability of multivariate problems with increasing smoothness
• On weighted Hilbert spaces and integration of functions of infinitely many variables
• Lower Error Bounds for Randomized Multilevel and Changing Dimension Algorithms
• Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition
• Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
• Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence
• Title not available (Why is that?)
• Optimal quadrature for Haar wavelet spaces
• Jacobi Polynomials, Weighted Sobolev Spaces and Approximation Results of Some Singularities
• Truncation dimension for linear problems on multivariate function spaces
• Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
• Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals
• Derivative based quasi-Monte Carlo constructions and sensitivity estimations

Cited In (5)

• How anisotropic mixed smoothness affects the decay of singular numbers for Sobolev embeddings
• \( \varepsilon \)-superposition and truncation dimensions in average and probabilistic settings for \(\infty \)-variate linear problems
• Countable tensor products of Hermite spaces and spaces of Gaussian kernels
• Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration
• Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕}

This page was built for publication: Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2274409)