How good is random information? – Approximation in the Hilbert space setting

Beschreibung

To find optimal algorithms for numerical problems like function approximation, one has to choose the information optimally, and this might be difficult in practice. Choosing the information functionals as iid random functionals and using the optimal algorithm for the chosen information may be almost as good as using optimal information or may be much worse, depending on the problem setting. We analyse this problem in the Hilbert space setting and give a partial answer in this case about the power of random information. This is joint work with David Krieg and Erich Novak.

Zeitraum	02 Juli 2018
Ereignistitel	unbekannt/unknown
Veranstaltungstyp	Konferenz
Ort	FrankreichAuf Karte anzeigen