scientific article; zbMATH DE number 193625
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Publication:4040428
zbMATH Open0654.94004MaRDI QIDQ4040428FDOQ4040428
Authors: J. F. Traub, Grzegorz W. Wasilkowski, H. Woźniakowski 
Publication date: 5 June 1993
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Cited In (only showing first 100 items - show all)
- Compressive Sensing
- Complexity of parametric initial value problems for systems of odes
- The adaption problem for approximating linear operators
- Optimal recovery of isotropic classes of \(r\)th differentiable multivariate functions
- On the optimal robust solution of IVPs with noisy information
- Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients
- Efficient Monte Carlo for high excursions of Gaussian random fields
- Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface
- Notions of Probabilistic Computability on Represented Spaces
- Tractability of multivariate approximation defined over Hilbert spaces with exponential weights
- Multivariate integration of infinitely many times differentiable functions in weighted Korobov spaces
- On strong tractability of weighted multivariate integration
- Learning non-parametric basis independent models from point queries via low-rank methods
- Good lattice rules in weighted Korobov spaces with general weights
- Infinite-dimensional quadrature and approximation of distributions
- Approximation in Hermite spaces of smooth functions
- On tensor product approximation of analytic functions
- Tractability of multivariate problems for standard and linear information in the worst case setting. I.
- Probabilistic integration: a role in statistical computation?
- The optimal uniform approximation of systems of stochastic differential equations
- Smolyak's algorithm for weighted \(L_1\)-approximation of multivariate functions with bounded \(r\)th mixed derivatives over \(\mathbb R^d\)
- Step size control for the uniform approximation of systems of stochastic differential equations with additive noise.
- On the Power of Adaptive Information for Functions with Singularities
- MACRODYNAMIC COOPERATIVE COMPLEXITY OF BIOSYSTEMS
- Worst-case control-relevant identification
- Optimal solution of a class of non-autonomous initial-value problems with unknown singularities
- Uniform reconstruction of Gaussian processes
- Breaking the curse for uniform approximation in Hilbert spaces via Monte Carlo methods
- A survey of average case complexity for linear multivariate problems
- The curse of dimensionality for numerical integration of smooth functions
- Interactive Information Complexity
- Optimal adaptive solution of piecewise regular systems of IVPs with unknown switching hypersurface
- Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure
- Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games
- Probabilistic and average widths of Sobolev spaces on compact two-point homogeneous spaces equipped with a Gaussian measure
- Spatially adaptive sparse grids for high-dimensional data-driven problems
- On tractability of linear tensor product problems for \(\infty \)-variate classes of functions
- From Monte Carlo to quantum computation
- Convexity properties associated with nonconvex quadratic matrix functions and applications to quadratic programming
- A survey of computational complexity results in systems and control
- Estimates of entropy numbers in probabilistic setting
- Optimal approximation of stochastic differential equations by adaptive step-size control
- Complexity of parametric integration in various smoothness classes
- Tractability of linear problems defined over Hilbert spaces
- Uniform weak tractability of multivariate problems with increasing smoothness
- Adaption allows efficient integration of functions with unknown singularities
- Multivariate approximation for analytic functions with Gaussian kernels
- Optimal global approximation of stochastic differential equations with additive Poisson noise
- Liberating the dimension for function approximation and integration
- Average case tractability of approximating \(\infty\)-variate functions
- Efficient algorithms for multivariate and \(\infty\)-variate integration with exponential weight
- Tractability of multivariate approximation over a weighted unanchored Sobolev space
- Quasi-polynomial tractability of linear problems in the average case setting
- Optimal global approximation of SDEs with time-irregular coefficients in asymptotic setting
- The power of adaption for approximating functions with singularities
- Feasible real random access machines
- Asymptotic minimax risk for sup-norm loss: Solution via optimal recovery
- Entropy and sampling numbers of classes of ridge functions
- Approximation of analytic functions in Korobov spaces
- A local refinement strategy for constructive quantization of scalar SDEs
- Uniform weak tractability
- Integration and \(L_ 2\)-approximation: Average case setting with isotropic Wiener measure for smooth functions
- Probabilistic and average linear widths of weighted Sobolev spaces on the ball equipped with a Gaussian measure
- Average case complexity of multivariate integration
- On the complexity of stochastic integration
- Optimal approximation of stochastic integrals with respect to a homogeneous Poisson process
- The information capacity of hypercycles
- Optimal global approximation of systems of jump-diffusion SDEs on equidistant mesh
- Tight tractability results for a model second-order Neumann problem
- Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration
- Complexity of Banach space valued and parametric integration
- On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields
- Infinite-dimensional integration on weighted Hilbert spaces
- Approximation numbers of Sobolev embeddings-sharp constants and tractability
- The power of standard information for multivariate approximation in the randomized setting
- Optimized general sparse grid approximation spaces for operator equations
- The convergence rate of the sandwich algorithm for approximating convex functions
- Quasi-Monte Carlo methods with applications in finance
- Optimal inscribing of two balls into polyhedral set
- Global optimization with space-filling curves.
- Minimal asymptotic error for one-point approximation of SDEs with time-irregular coefficients
- Monte Carlo and Las Vegas randomized algorithms for systems and control. An introduction
- Dimension-wise integration of high-dimensional functions with applications to finance
- Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion
- Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm
- Polya's characterization theorem for complex random variables
- On applicability of the sparse grid method in the worst case setting
- Complexity of operators on compact sets
- Simple characterizations of exponential tractability for linear multivariate problems
- Tractability of quasilinear problems II: Second-order elliptic problems
- Robust approximate modelling of stable linear systems†
- Tractability of the Fredholm problem of the second kind
- Near-optimality of linear recovery from indirect observations
- Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information
- Quadrature Formulas for Monotone Functions
- Nonlinear system identification in Sobolev spaces
- Nonparametric estimation of probability density functions for irregularly observed spatial data
- Complexity of stochastic integration in Sobolev classes
- Complexity of Monte Carlo integration for Besov classes on the unit sphere
- Worst-case optimality of smoothing algorithms for parametric system identification
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