Related papers: Monte Carlo Methods for Uniform Approximation on P…

We investigate the approximation of $d$-variate periodic functions in Sobolev spaces of dominating mixed (fractional) smoothness $s>0$ on the $d$-dimensional torus, where the approximation error is measured in the $L_2-$norm. In other…

We study a Monte Carlo algorithm that is based on a specific (randomly shifted and dilated) lattice point set. The main result of this paper is that the mean squared error for a given compactly supported, square-integrable function is…

The worst case integration error in reproducing kernel Hilbert spaces of standard Monte Carlo methods with n random points decays as $n^{-1/2}$. However, re-weighting of random points can sometimes be used to improve the convergence order.…

In the present paper we study quasi-Monte Carlo rules for approximating integrals over the $d$-dimensional unit cube for functions from weighted Sobolev spaces of regularity one. While the properties of these rules are well understood for…

We study $L_q$-approximation and integration for functions from the Sobolev space $W^s_p(\Omega)$ and compare optimal randomized (Monte Carlo) algorithms with algorithms that can only use iid sample points, uniformly distributed on the…

We investigate quasi-Monte Carlo rules for the numerical integration of multivariate periodic functions from Besov spaces $S^r_{p,q}B(\mathbb{T}^d)$ with dominating mixed smoothness $1/p<r<2$. We show that order 2 digital nets achieve the…

Using techniques developed recently in the field of compressed sensing we prove new upper bounds for general (nonlinear) sampling numbers of (quasi-)Banach smoothness spaces in $L^2$. In particular, we show that in relevant cases such as…

We study integration and $L_2$-approximation on countable tensor products of function spaces of increasing smoothness. We obtain upper and lower bounds for the minimal errors, which are sharp in many cases including, e.g., Korobov, Walsh,…

We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models…

We investigate the relationship between the compactness of embeddings of Sobolev spaces built upon rearrangement-invariant spaces into rearrangement-invariant spaces endowed with $d$-Ahlfors measures under certain restriction on the speed…

We study minimax density estimation on the product space $\mathbb{R}^{d_1}\times\mathbb{R}^{d_2}$. We consider $L^p$-risk for probability density functions defined over regularity spaces that allow for different level of smoothness in each…

Approximate Thompson sampling with Langevin Monte Carlo broadens its reach from Gaussian posterior sampling to encompass more general smooth posteriors. However, it still encounters scalability issues in high-dimensional problems when…

In this article, the authors study the interpolation of Morrey-Campanato spaces and some smoothness spaces based on Morrey spaces, e.\,g., Besov-type and Triebel-Lizorkin-type spaces. Various interpolation methods, including the complex…

Using tools from the theory of operator ideals and s-numbers, we develop a general approach to transfer estimates for $L_2$ -approximation of Sobolev functions into estimates for $L_\infty$-approximation, with precise control of all…

Let ${T_1,...,T_l}$ be a collection of differential operators with constant coefficients on the torus $\mathbb{T}^n$. Consider the Banach space $X$ of functions $f$ on the torus for which all functions $T_j f$, $j=1,...,l$, are continuous.…

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…

We study embeddings of Besov-Morrey spaces ${\cal N}^{s}_{u,p,q}}({\mathbb R}^d)$ and of Triebel-Lizorkin-Morrey spaces ${\cal E}^{s}_{u,p,q}}({\mathbb R}^d)$ in the limiting cases when the smoothness $s$ equals $s_0=d\max(1/u-p/u,0)$ or…

In this article, we show some density properties of smooth and compactly supported functions in fractional Musielak-Sobolev spaces essentially extending the results of Fiscella, Servadei, and Valdinoci obtained in the fractional Sobolev…

A comprehensive approach to Sobolev-type embeddings, involving arbitrary rearrangement- invariant norms on the entire Euclidean space R^n, is offered. In particular, the optimal target space in any such embedding is exhibited. Crucial in…

Science and engineering problems subject to uncertainty are frequently both computationally expensive and feature nonsmooth parameter dependence, making standard Monte Carlo too slow, and excluding efficient use of accelerated uncertainty…