Lower bounds for the complexity of linear functionals in the randomized setting

DOI10.1016/j.jco.2010.08.002zbMath1210.65005OpenAlexW1974657772MaRDI QIDQ617652

Henryk Woźniakowski, Erich Novak

Publication date: 21 January 2011

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

Full work available at URL: https://doi.org/10.1016/j.jco.2010.08.002

zbMATH Keywords

complexity in the randomized settingsdecomposable kernelsintegration over reproducing kernel Hilbert spacesoptimal Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Complexity and performance of numerical algorithms (65Y20)

Related Items (1)

Some Results on the Complexity of Numerical Integration

Cites Work

• Tractability of multivariate problems. Volume I: Linear information
• Optimal importance sampling for the approximation of integrals
• Tractability of multivariate problems. Volume II: Standard information for functionals.
• Variational properties of averaged equations for periodic media
• Deterministic and stochastic error bounds in numerical analysis
• The power of standard information for multivariate approximation in the randomized setting
• Theory of Reproducing Kernels
• Intractability results for integration and discrepancy
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