Approximation of additive random fields based on standard information: average case and probabilistic settings

DOI10.1016/j.jco.2015.05.002zbMath1339.60058arXiv1402.5489OpenAlexW1807484278MaRDI QIDQ491082

Mikhail Lifshits, Marguerite Zani

Publication date: 24 August 2015

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

Full work available at URL: https://arxiv.org/abs/1402.5489

zbMATH Keywords

Gaussian processesapproximation complexityadditive random fieldsstandard informationtensor product random fields

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Randomized algorithms (68W20)

Related Items (11)

On the power of standard information for tractability for \(L_2\)-approximation in the average case setting ⋮ \((s, t)\)-weak tractability of multivariate linear problems in the average case setting ⋮ Average case tractability of a multivariate approximation problem ⋮ Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements ⋮ On the power of standard information for \(\mathbb{L}_2\)-approximation in the average case setting ⋮ ABC on IBC ⋮ Asymptotic analysis of average case approximation complexity of additive random fields ⋮ On the power of standard information for tractability for \(L_{\infty}\) approximation of periodic functions in the worst case setting ⋮ Decomposition of additive random fields ⋮ Approximation complexity of sums of random processes ⋮ Unnamed Item

Cites Work

• Average case tractability of non-homogeneous tensor product problems
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• Approximation complexity of additive random fields
• Linear information versus function evaluations for \(L_2\)-approximation
• Tractability of multivariate problems. Volume I: Linear information
• On the power of standard information for multivariate approximation in the worst case setting
• Comparison results for the lower tail of Gaussian seminorms
• Tractability and strong tractability of linear multivariate problems
• Weighted tensor product algorithms for linear multivariate problems
• Integration and approximation in arbitrary dimensions
• Lectures on Gaussian Processes
• The power of standard information for multivariate approximation in the randomized setting
• On the power of function values for the approximation problem in various settings
• Small ball probabilities for Gaussian random fields and tensor products of compact operators
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