Optimally adaptive integration of univariate Lipschitz functions

DOI10.1007/S00453-007-9093-7MaRDI QIDQ2480911zbMATH OpenOpenAlexFDO

Authors Ilya Baran, Erik D. Demaine, Dmitriy Katz

Publication date 3 April 2008

Published in Algorithmica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00453-007-9093-7

zbMATH Keywords

adaptive algorithmsLipschitz functionsquadrature formulas

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32) Approximate quadratures (41A55)

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Cites work

• scientific article; zbMATH DE number 3854294 (Why is no real title available?)
• scientific article; zbMATH DE number 1445373 (Why is no real title available?)
• A Remark on Stirling's Formula
• A modified Monte Carlo integration.
• An algorithm for finding the absolute extremum of a function
• Finding hidden independent sets in interval graphs
• OPTIMAL ADAPTIVE ALGORITHMS FOR FINDING THE NEAREST AND FARTHEST POINT ON A PARAMETRIC BLACK-BOX CURVE
• On the Number of Iterations of Piyavskii's Global Optimization Algorithm
• Optimal aggregation algorithms for middleware.
• Optimal estimation of univariate black-box Lipschitz functions with upper and lower error bounds.

Cited in

(7)

• Solvable integration problems and optimal sample size selection
• Estimating the average of a Lipschitz-continuous function from one sample
• Optimally Adaptive Integration of Univariate Lipschitz Functions
• Lipschitz continuity results for a class of variational inequalities and applications: A geometric approach
• scientific article; zbMATH DE number 4007556 (Why is no real title available?)
• Global approximation of solutions of time-dependent variational inequalities
• Deterministic computation of quantiles in a Lipschitz framework

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