scientific article; zbMATH DE number 193625
From MaRDI portal
Publication:4040428
Recommendations
Cited in
(only showing first 100 items - show all)- Real computations with fake numbers
- Complexity estimates for severely ill-posed problems under a posteriori selection of regularization parameter
- Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm
- Optimal randomized changing dimension algorithms for infinite-dimensional integration on function spaces with ANOVA-type decomposition
- Polya's characterization theorem for complex random variables
- Complexity of parametric initial value problems for systems of odes
- Complexity of general continuous minimization problems: a survey
- Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion
- Compressive Sensing
- Integral equations and machine learning
- On bounded‐error identification of feedback systems
- Optimal recovery of multivariate functions restricted by second-order differential operator
- Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs
- On approximation of solutions of stochastic delay differential equations via randomized Euler scheme
- Perspectives on information-based complexity
- Error bounds and the asymptotic setting in kernel-based approximation
- The adaption problem for approximating linear operators
- Optimal recovery of isotropic classes of rth differentiable multivariate functions
- On the optimal robust solution of IVPs with noisy information
- A new approximate algorithm for the Chebyshev center
- Optimization on class of operator equations in the probabilistic case setting
- On linear spline algorithms of computerized tomography in the space of \(n\)-orbits
- In Praise of Numerical Computation
- On applicability of the sparse grid method in the worst case setting
- Recovering signals from inner products involving prolate spheroidals in the presence of jitter
- Functional reproducing kernel Hilbert spaces for non-point-evaluation functional data
- The difficulty of Monte Carlo approximation of multivariate monotone functions
- The size of the membership-set in a probabilistic framework.
- On linear versus nonlinear approximation in the average case setting
- Efficient Monte Carlo for high excursions of Gaussian random fields
- Feasible real random access machines
- Simple characterizations of exponential tractability for linear multivariate problems
- Complexity of the derivative-free solution of systems of IVPs with unknown singularity hypersurface
- Optimality of Euler-type algorithms for approximation of stochastic differential equations with discontinuous coefficients
- Selected aspects of tractability analysis
- Tractability of linear ill-posed problems in Hilbert space
- Tractability of quasilinear problems II: Second-order elliptic problems
- Complexity of operators on compact sets
- Robust approximate modelling of stable linear systems†
- Tractability of multivariate approximation defined over Hilbert spaces with exponential weights
- Rounding on the standard simplex: regular grids for global optimization
- A note on Korobov lattice rules for integration of analytic functions
- Integration and approximation in cosine spaces of smooth functions
- On the quantum and randomized approximation of linear functionals on function spaces
- An optimal method for recovering the mixed derivative \(f^{(2,2)}\) of bivariate functions
- The algorithm designer versus nature: A game-theoretic approach to information-based complexity
- The cost of deterministic, adaptive, automatic algorithms: cones, not balls
- Mini-minimax uncertainty quantification for emulators
- Tractability of the Fredholm problem of the second kind
- Notions of Probabilistic Computability on Represented Spaces
- Invertibility of random fredholm operators
- Near-optimality of linear recovery from indirect observations
- On average complexity of global optimization problems
- On the complexity of parametric ODEs and related problems
- Learning non-parametric basis independent models from point queries via low-rank methods
- Generalized adaptive versus nonadaptive recovery from noisy information
- Solvable integration problems and optimal sample size selection
- Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information
- Optimal order of convergence and (in)tractability of multivariate approximation of smooth functions
- Spline methods using integration lattices and digital nets
- Estimation of model quality
- On strong tractability of weighted multivariate integration
- Optimal approximation of infinite-dimensional holomorphic functions
- Infinite-dimensional quadrature and approximation of distributions
- Good lattice rules in weighted Korobov spaces with general weights
- Multivariate integration of infinitely many times differentiable functions in weighted Korobov spaces
- 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.
- On efficient weighted integration via a change of variables
- On the Power of Adaptive Information for Functions with Singularities
- Parameter choice methods using minimization schemes
- The optimal uniform approximation of systems of stochastic differential equations
- Recent developments in information-based complexity
- Probabilistic integration: a role in statistical computation?
- Step size control for the uniform approximation of systems of stochastic differential equations with additive noise.
- Quadrature Formulas for Monotone Functions
- Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness
- Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process
- Smolyak's algorithm for weighted \(L_1\)-approximation of multivariate functions with bounded \(r\)th mixed derivatives over \(\mathbb R^d\)
- \( \varepsilon \)-superposition and truncation dimensions in average and probabilistic settings for \(\infty \)-variate linear problems
- On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients
- Optimal approximation of stochastic integrals in analytic noise model
- The curse of dimensionality for numerical integration on general domains
- The quantum setting with randomized queries for continuous problems
- Randomized matrix approximation to enhance regularized projection schemes in inverse problems
- Complexity for a class of elliptic ordinary integro-differential equations
- Randomized complexity of parametric integration and the role of adaption. I: Finite dimensional case
- The minimal radius of Galerkin information for the problem of numerical differentiation
- Complexity of stochastic integration in Sobolev classes
- Exponential Tractability of Linear Tensor Product Problems
- MACRODYNAMIC COOPERATIVE COMPLEXITY OF BIOSYSTEMS
- Nonparametric estimation of probability density functions for irregularly observed spatial data
- Nonlinear system identification in Sobolev spaces
- Complexity of Monte Carlo integration for Besov classes on the unit sphere
- Optimal solution of a class of non-autonomous initial-value problems with unknown singularities
- Worst-case control-relevant identification
- Optimal recovery of operator sequences
- Computation of the output of a function with fuzzy inputs based on a low-rank tensor approximation
- From model-based to data-driven filter design
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4040428)
