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We study d-variate approximation problems in the average case setting with respect to a zero-mean Gaussian measure. Our interest is focused on measures having a structure of non-homogeneous linear tensor product, where covariance kernel is…

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

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

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 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 consider tensor product random fields $Y_d$, $d\in\mathbb{N}$, whose covariance funtions are Gaussian kernels. The average case approximation complexity $n^{Y_d}(\varepsilon)$ is defined as the minimal number of evaluations of arbitrary…

Probability · Mathematics 2021-03-04 A. A. Khartov , I. A. Limar

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 approximation properties of sequences of centered additive random fields $Y_d$, $d\in\mathbb{N}$. The average case approximation complexity $n^{Y_d}(\varepsilon)$ is defined as the minimal number of evaluations of arbitrary linear…

Probability · Mathematics 2017-10-31 A. A. Khartov , M. Zani

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

In this article we consider the approximation of compact linear operators defined over tensor product Hilbert spaces. Necessary and sufficient conditions on the singular values of the problem under which we can or cannot achieve different…

Numerical Analysis · Mathematics 2018-11-15 Fred J. Hickernell , Peter Kritzer , Henryk Wozniakowski

We consider the problem of finding for a given $N$-tuple of polynomials (real or complex) the closest $N$-tuple that has a common divisor of degree at least $d$. Extended weighted Euclidean seminorm of the coefficients is used as a measure…

Optimization and Control · Mathematics 2015-11-05 Konstantin Usevich , Ivan Markovsky

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

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 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 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 QPT (quasi-polynomial tractability) in the worst case setting for linear tensor product problems defined over Hilbert spaces. We assume that the domain space is a reproducing kernel Hilbert space so that function values are well…

Numerical Analysis · Mathematics 2017-08-15 Henryk Woźniakowski , Erich Novak

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 approximation properties of additive random fields $Y_d$, $d\in\mathbb{N}$, which are sums of zero-mean random processes with the same continuous covariance functions. The average case approximation complexity…

Probability · Mathematics 2018-06-01 A. A. Khartov , M. Zani

We consider approximation problems for a special space of d variate functions. We show that the problems have small number of active variables, as it has been postulated in the past using concentration of measure arguments. We also show…

Numerical Analysis · Mathematics 2012-01-25 Markus Hegland , Greg W. Wasilkowski

In this paper, we study tractability of $L_2$-approximation of one-periodic functions from weighted Korobov spaces in the worst-case setting. The considered weights are of product form. For the algorithms we allow information from the class…

Numerical Analysis · Mathematics 2021-04-08 Adrian Ebert , Friedrich Pillichshammer

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
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