arXiv:1705.04567 [math.NA]AbstractReferencesReviewsResources
Optimal Monte Carlo Methods for $L^2$-Approximation
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.
Categories: math.NA
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