arXiv Analytics

Sign in

arXiv:1705.04567 [math.NA]AbstractReferencesReviewsResources

Optimal Monte Carlo Methods for $L^2$-Approximation

David Krieg

Published 2017-05-12Version 1

We construct Monte Carlo methods for the $L^2$-approximation in Hilbert spaces of multivariate functions sampling no 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.

Related articles: Most relevant | Search more
arXiv:1402.5011 [math.NA] (Published 2014-02-20, updated 2014-12-02)
Tractability of the approximation of high-dimensional rank one tensors
arXiv:1701.02910 [math.NA] (Published 2017-01-11)
Tractability of $\mathbb{L}_2$-approximation in hybrid function spaces
arXiv:1806.10482 [math.NA] (Published 2018-06-27)
A unified analysis of elliptic problems with various boundary conditions and their approximation