The information-based complexity of approximation problem by adaptive Monte Carlo methods

DOI10.1007/s11425-008-0008-0zbMath1170.41002OpenAlexW2064932678MaRDI QIDQ2519328

Liqin Duan, Gen Sun Fang

Publication date: 26 January 2009

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-008-0008-0

zbMATH Keywords

discretization techniqueadaptive Monte Carlo methodasymptotic order of the errorscomplexity of the approximation problemSobolev spaces with bounded mixed derivatives

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Multidimensional problems (41A63) Numerical differentiation (65D25) Approximation by arbitrary nonlinear expressions; widths and entropy (41A46)

Related Items (2)

Kolmogorov and Linear Widths on Generalized Besov Classes in the Monte Carlo Setting ⋮ Breaking the curse for uniform approximation in Hilbert spaces via Monte Carlo methods

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