Stochastic approximation of functions and applications

DOI10.1007/978-3-642-27440-4_5MaRDI QIDQ5326102zbMATH OpenOpenAlexFDO

Authors Stefan Heinrich

Publication date 31 July 2013

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-27440-4_5

zbMATH Keywords

approximation of functionsindefinite integrationSobolev spacesstochastic linear algorithms

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Algorithms for approximation of functions (65D15) Numerical integration (65D30)

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Cited in

(14)

• Abstract stochastic approximations and applications
• On a posteriori upper bounds for approximating linear functionals in a probabilistic setting
• Approximations of semicontinuous functions with applications to stochastic optimization and statistical estimation
• Sequential approximation of functions in Sobolev spaces using random samples
• Complexity of stochastic integration in Sobolev classes
• Stochastic Lipschitz functions
• scientific article; zbMATH DE number 4159946 (Why is no real title available?)
• Randomized approximation of Sobolev embeddings
• scientific article; zbMATH DE number 177343 (Why is no real title available?)
• scientific article; zbMATH DE number 1285663 (Why is no real title available?)
• \(L^q\)-error estimates for approximation of irregular functionals of random vectors
• Stochastic approximation
• Randomized complexity of parametric integration and the role of adaption. II: Sobolev spaces
• Lower Bounds for the Number of Random Bits in Monte Carlo Algorithms

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