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We study the problem of approximating functions of $d$ variables in the average case setting for the $L_2$ space $L_{2,d}$ with the standard Gaussian weight equipped with a zero-mean Gaussian measure. The covariance kernel of this Gaussian…

Numerical Analysis · Mathematics 2018-02-06 Jia Chen , Heping Wang

We study $d$-variate problem in the average case setting with respect to a zero-mean Gaussian measure. The covariance kernel of this Gaussian measure is a product of univariate kernels and satisfies some special properties. We study $(s,…

Numerical Analysis · Mathematics 2018-02-07 Jia Chen , Heping Wang , Jie Zhang

We study approximation properties of sequences of centered random elements $X_d$, $d\in\mathbb{N}$, with values in separable Hilbert spaces. We focus on sequences of tensor product-type random elements, which have covariance operators of…

Probability · Mathematics 2015-03-10 A. A. Khartov

We study multivariate linear tensor product problems with some special properties in the worst case setting. We consider algorithms that use finitely many continuous linear functionals. We use a unified method to investigate tractability of…

Numerical Analysis · Mathematics 2024-12-20 Rong Guo , Heping Wang

We consider multivariate approximation problems in the average case setting with a zero mean Gaussian measure whose covariance kernel is a periodic Gevrey kernel. We investigate various notions of algebraic tractability and exponential…

Numerical Analysis · Mathematics 2024-12-20 Wanting Lu , Heping Wang

We study average case approximation of Euler and Wiener integrated processes of d variables which are almost surely r_k-times continuously differentiable with respect to the k-th variable. Let n(h,d) denote the minimal number of continuous…

Probability · Mathematics 2012-12-04 M. A. Lifshits , A. Papageorgiou , H. Woźniakowski

We study the approximation of compact linear operators defined over certain weighted tensor product Hilbert spaces. The information complexity is defined as the minimal number of arbitrary linear functionals which is needed to obtain an…

Numerical Analysis · Mathematics 2020-02-03 Peter Kritzer , Friedrich Pillichshammer , Henryk Woźniakowski

We investigate average case tractability of approximation of additive random fields with marginal random processes corresponding to the Korobov kernels for the non-homogeneous case. We use the absolute error criterion (ABS) or the…

Numerical Analysis · Mathematics 2019-07-02 Jia Chen , Heping Wang

We study $L_2$-approximation problems $\text{APP}_d$ in the worst case setting in the weighted Korobov spaces $H_{d,\a,{\bm \ga}}$ with parameter sequences ${\bm \ga}=\{\ga_j\}$ and $\a=\{\az_j\}$ of positive real numbers $1\ge \ga_1\ge…

Information Theory · Computer Science 2023-09-07 Huichao Yan , Jia Chen

We study the $L_{\infty}$-approximation of $d$-variate functions from Hilbert spaces via linear functionals as information. It is a common phenomenon in tractability studies that unweighted problems (with each dimension being equally…

Numerical Analysis · Mathematics 2017-12-12 Robert J. Kunsch

We study approximation properties of sequences of centered random elements $X_d$, $d\in\mathbb N$, with values in separable Hilbert spaces. We focus on sequences of tensor product-type and, in particular, degree-type random elements, which…

Probability · Mathematics 2014-10-17 A. A. Khartov

This note is devoted to discussing multivariate approximation of continuous functions on $[0,1]^d$ with analytic Korobov kernels in the worst and average case settings. We only consider algorithms that use finitely many evaluations of…

Numerical Analysis · Mathematics 2018-08-07 Heping Wang

We study tractability properties of the weighted $L_p$-discrepancy. The concept of {\it weighted} discrepancy was introduced by Sloan and Wo\'{z}\-nia\-kowski in 1998 in order to prove a weighted version of the Koksma-Hlawka inequality for…

Numerical Analysis · Mathematics 2024-05-22 Erich Novak , Friedrich Pillichshammer

This article studies the problem of approximating functions belonging to a Hilbert space $\mathcal H_d$ with a reproducing kernel of the form $$\tilde K_d(\boldsymbol x,\boldsymbol t):=\prod_{\ell=1}^d…

Numerical Analysis · Mathematics 2014-11-05 Xuan Zhou , Fred J. Hickernell

We study lower bounds on the worst-case error of numerical integration in tensor product spaces. As reference we use the $N$-th minimal error of linear rules that use $N$ function values. The information complexity is the minimal number $N$…

Numerical Analysis · Mathematics 2024-04-29 Erich Novak , Friedrich Pillichshammer

We consider multivariate $\mathbb{L}_2$-approximation in reproducing kernel Hilbert spaces which are tensor products of weighted Walsh spaces and weighted Korobov spaces. We study the minimal worst-case error…

Numerical Analysis · Mathematics 2017-01-12 Peter Kritzer , Helene Laimer , Friedrich Pillichshammer

We study the approximation of high-dimensional rank one tensors using point evaluations and consider deterministic as well as randomized algorithms. We prove that for certain parameters (smoothness and norm of the $r$th derivative) this…

Numerical Analysis · Mathematics 2014-12-03 Erich Novak , Daniel Rudolf

We study multivariate integration and approximation for functions belonging to a weighted reproducing kernel Hilbert space based on half-period cosine functions in the worst-case setting. The weights in the norm of the function space depend…

Numerical Analysis · Mathematics 2015-11-23 Christian Irrgeher , Peter Kritzer , Friedrich Pillichshammer

We study the average case complexity of a linear multivariate problem $(\lmp)$ defined on functions of $d$ variables. We consider two classes of information. The first $\lstd$ consists of function values and the second $\lall$ of all…

Numerical Analysis · Mathematics 2025-10-20 Henryk Woźniakowski

A large literature specifies conditions under which the information complexity for a sequence of numerical problems defined for dimensions $1, 2, \ldots$ grows at a moderate rate, i.e., the sequence of problems is tractable. Here, we focus…

Numerical Analysis · Mathematics 2024-04-24 Onyekachi Emenike , Fred J. Hickernell , Peter Kritzer
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