Tractability of multivariate problems. Volume II: Standard information for functionals.
DOI10.4171/084zbMATH Open1241.65025OpenAlexW2497677836MaRDI QIDQ982085FDOQ982085
Authors: Erich Novak, H. Woźniakowski
Publication date: 5 July 2010
Published in: EMS Tracts in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4171/084
Recommendations
- Tractability of multivariate problems. Volume III: Standard information for operators
- Tractability of multivariate problems. Volume I: Linear information
- Generalized tractability for multivariate problems. I: Linear tensor product problems and linear information
- Tractability of multivariate analytic problems
- Tractability and strong tractability of linear multivariate problems
algorithmsmonographpath integrationquantum computationlattice rulesnonlinear functionalsdecomposable kernelsnumerical multivariate integrationSmolyak/sparse grid algorithmstractability of multivariate problems
Complexity and performance of numerical algorithms (65Y20) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical quadrature and cubature formulas (65D32) Analysis of algorithms and problem complexity (68Q25) Multidimensional problems (41A63) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17) Approximate quadratures (41A55) Algorithms for approximation of functions (65D15)
Cited In (only showing first 100 items - show all)
- On some aspects of approximation of ridge functions
- Gamblets for opening the complexity-bottleneck of implicit schemes for hyperbolic and parabolic ODEs/PDEs with rough coefficients
- Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions. Error bounds and tractability
- Tractability of multivariate problem
- Quasi Monte Carlo Integration and Kernel-Based Function Approximation on Grassmannians
- Rapid mixing of Swendsen-Wang dynamics in two dimensions
- Dimension-dependent error estimates for sampling recovery on Smolyak grids based on B-spline quasi-interpolation
- Convergence analysis of deterministic kernel-based quadrature rules in misspecified settings
- Optimal Monte Carlo integration on closed manifolds
- Tractability of the Fredholm problem of the second kind
- The curse of dimensionality for the class of monotone functions and for the class of convex functions
- A Monte Carlo method for integration of multivariate smooth functions
- Weighted discrepancy and numerical integration in function spaces
- The curse of dimensionality for numerical integration on general domains
- Global solutions of Navier-Stokes equations for large initial data belonging to spaces with dominating mixed smoothness
- The curse of dimensionality for numerical integration of smooth functions. II
- Exponential Tractability of Linear Tensor Product Problems
- Pointwise multipliers for Besov spaces of dominating mixed smoothness. II
- The complexity of linear tensor product problems in (anti)symmetric Hilbert spaces
- On quasi-Monte Carlo methods in weighted ANOVA spaces
- Points on manifolds with asymptotically optimal covering radius
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks
- A universal algorithm for multivariate integration
- Open type quasi-Monte Carlo integration based on Halton sequences in weighted Sobolev spaces
- Tractability of multivariate problems for standard and linear information in the worst case setting. II
- Multivariate integration for analytic functions with Gaussian kernels
- Integral equations, quasi-Monte Carlo methods and risk modeling
- High-discrepancy sequences for high-dimensional numerical integration
- A constraint on extensible quadrature rules
- Quasi-Monte Carlo tractability of high dimensional integration over products of simplices
- Lower bounds for the complexity of linear functionals in the randomized setting
- Probabilistic discrepancy bound for Monte Carlo point sets
- Automatic evaluations of cross-derivatives
- Quadrature for self-affine distributions on \(\mathbb R^d\)
- The weighted star discrepancy of Korobov’s $p$-sets
- Bayesian Probabilistic Numerical Methods
- Exponential tractability of linear weighted tensor product problems in the worst-case setting for arbitrary linear functionals
- Calculation of discrepancy measures and applications
- Tractability of multivariate approximation over weighted standard Sobolev spaces
- Numerical integration in log-Korobov and log-cosine spaces
- Breaking the curse of dimensionality
- Pointwise multipliers for Sobolev and Besov spaces of dominating mixed smoothness
- Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
- Introduction to convex optimization in financial markets
- On convergence rate of a rectangular partition based global optimization algorithm
- Sampling discretization and related problems
- On the dispersion of sparse grids
- \((s, t)\)-weak tractability of multivariate linear problems in the average case setting
- Computation of expectations by Markov chain Monte Carlo methods
- Average case tractability of non-homogeneous tensor product problems with the absolute error criterion
- The curse of dimensionality for the \(L_p\)-discrepancy with finite \(p\)
- On the power of standard information for tractability for \(L_2\)-approximation in the average case setting
- Preasymptotics and asymptotics of approximation numbers of anisotropic Sobolev embeddings
- Tractability of multivariate integration in hybrid function spaces
- Overcoming the curse of dimensionality in the numerical approximation of semilinear parabolic partial differential equations
- On the power of standard information for \(\mathbb{L}_2\)-approximation in the average case setting
- Weak and quasi-polynomial tractability of approximation of infinitely differentiable functions
- Lattice rules with random \(n\) achieve nearly the optimal \(\mathcal{O}(n^{-\alpha-1/2})\) error independently of the dimension
- Average case tractability of a multivariate approximation problem
- Construction of interlaced scrambled polynomial lattice rules of arbitrary high order
- Tractability results for the weighted star-discrepancy
- Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions
- On efficiency of a single variable bi-objective optimization algorithm
- Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets
- Construction of scrambled polynomial lattice rules over \(\mathbb{F}_{2}\) with small mean square weighted \(\mathcal{L}_{2}\) discrepancy
- Curve based approximation of measures on manifolds by discrepancy minimization
- A note on tractability of multivariate analytic problems
- A simplified criterion for quasi-polynomial tractability of approximation of random elements and its applications
- Optimal sampling points in reproducing kernel Hilbert spaces
- Tractability of multivariate approximation defined over Hilbert spaces with exponential weights
- New explicit-in-dimension estimates for the cardinality of high-dimensional hyperbolic crosses and approximation of functions having mixed smoothness
- Multivariate integration of infinitely many times differentiable functions in weighted Korobov spaces
- Average case tractability of non-homogeneous tensor product problems
- Functions of bounded variation, signed measures, and a general Koksma–Hlawka inequality
- Quasi-polynomial tractability
- Approximation in Hermite spaces of smooth functions
- Tractability of multivariate problems for standard and linear information in the worst case setting. I.
- Probabilistic integration: a role in statistical computation?
- Tractability of multivariate problems. Volume III: Standard information for operators
- Notes on \((s,t)\)-weak tractability: a refined classification of problems with (sub)exponential information complexity
- Sampling and cubature on sparse grids based on a B-spline quasi-interpolation
- Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
- Liberating the dimension for function approximation
- Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements
- Tractability of infinite-dimensional integration in the worst case and randomized settings
- Tractability of approximating multivariate linear functionals
- Tractability results for weighted Banach spaces of smooth functions
- Optimal approximation of multivariate periodic Sobolev functions in the sup-norm
- Tractability of multivariate problems. Volume I: Linear information
- Asymptotic behavior of average \(L_p\)-discrepancies
- Breaking the curse for uniform approximation in Hilbert spaces via Monte Carlo methods
- The curse of dimensionality for numerical integration of smooth functions
- A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights
- Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games
- Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions
- Tent-transformed lattice rules for integration and approximation of multivariate non-periodic functions
- Tractability of linear problems defined over Hilbert spaces
- Uniform weak tractability of multivariate problems with increasing smoothness
- Novel results for the anisotropic sparse grid quadrature
- Quasi-Monte Carlo methods for lattice systems: a first look
This page was built for publication: Tractability of multivariate problems. Volume II: Standard information for functionals.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q982085)