On the power of standard information for L approximation in the randomized setting

Frances Y. Kuo, Grzegorz W. Wasilkowski, Henryk Woźniakowski

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

We study approximation of multivariate functions from a general separable reproducing kernel Hilbert space in the randomized setting with the error measured in the L norm. We consider algorithms that use standard information consisting of function values or general linear information consisting of arbitrary linear functionals. The power of standard or linear information is defined as, roughly speaking, the optimal rate of convergence of algorithms using n function values or linear functionals. We prove under certain assumptions that the power of standard information in the randomized setting is at least equal to the power of linear information in the worst case setting, and that the powers of linear and standard information in the randomized setting differ at most by 1/2. These assumptions are satisfied for spaces with weighted Korobov and Wiener reproducing kernels. For the Wiener case, the parameters in these assumptions are prohibitively large, and therefore we also present less restrictive assumptions and obtain other bounds on the power of standard information. Finally, we study tractability, which means that we want to guarantee that the errors depend at most polynomially on the number of variables and tend to zero polynomially in n-1 when n function values are used.

Original languageEnglish
Pages (from-to)543-564
Number of pages22
JournalBIT Numerical Mathematics
Volume49
Issue number3
DOIs
StatePublished - 2009

Bibliographical note

Funding Information:
Acknowledgements The first author is supported by an Australian Research Council Queen Elizabeth II Fellowship. The second and third authors were partially supported by the National Sciences Foundation under Grants DMS-0609703 and DMS-0608727, respectively.

Funding

Acknowledgements The first author is supported by an Australian Research Council Queen Elizabeth II Fellowship. The second and third authors were partially supported by the National Sciences Foundation under Grants DMS-0609703 and DMS-0608727, respectively.

FundersFunder number
National Sciences FoundationDMS-0608727, DMS-0609703
Australian Research Council

    Keywords

    • Monte Carlo methods
    • Randomized algorithms
    • Tractability
    • Weighted multivariate approximation

    ASJC Scopus subject areas

    • Software
    • Computer Networks and Communications
    • Computational Mathematics
    • Applied Mathematics

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