Optimal Monte Carlo Methods for L2 -Approximation

David Krieg

doi:10.1007/s00365-018-9428-4

Optimal Monte Carlo Methods for L2 -Approximation

David Krieg

Publikation: Beitrag in Fachzeitschrift › Artikel › Begutachtung

Abstract

We construct Monte Carlo methods for the L2-approximation in Hilbert spaces of multivariate functions sampling not more than n function values of the target function. Their errors catch up with the rate of convergence and the preasymptotic behavior of the error of any algorithm sampling n pieces of arbitrary linear information, including function values.

Originalsprache	Englisch
Seiten (von - bis)	385-403
Seitenumfang	19
Fachzeitschrift	Constructive Approximation
Volume	49
Ausgabenummer	2
DOIs	https://doi.org/10.1007/s00365-018-9428-4
Publikationsstatus	Veröffentlicht - 15 Apr. 2019

Wissenschaftszweige

101002 Analysis
101032 Funktionalanalysis

JKU-Schwerpunkte

Digital Transformation

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10.1007/s00365-018-9428-4

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