Approximation of additive random fields based on standard information: Average case and probabilistic settings

被引:11
作者
Lifshits, Mikhail [1 ,2 ]
Zani, Marguerite [3 ]
机构
[1] St Petersburg State Univ, Dept Math & Mech, St Petersburg 198504, Russia
[2] Linkoping Univ, Dept Math, S-58183 Linkoping, Sweden
[3] Univ Orleans, Lab MAPMO, UFR Sci Regiment Mathemat, Orleans 2, France
关键词
Approximation complexity; Additive random fields; Gaussian processes; Standard information; Tensor product random fields;
D O I
10.1016/j.jco.2015.05.002
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We consider approximation problems for tensor product and additive random fields based on standard information in the average case setting. We also study the probabilistic setting of the mentioned problem for tensor products. The main question we are concerned with in this paper is "How much do we loose by considering standard information algorithms against those using general linear information?" For both types of the fields, the error of linear algorithms has been studied in great detail; however, the power of standard information was not addressed so far, which we do here. Our main result is that in most interesting cases there is no more than a logarithmic loss in approximation error when information is being restricted to the standard one. The results are obtained by randomization techniques. (C) 2015 Elsevier Inc. All rights reserved.
引用
收藏
页码:659 / 674
页数:16
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