{"title":"Randomized complexity of parametric integration and the role of adaption I. Finite dimensional case","authors":"Stefan Heinrich","doi":"10.1016/j.jco.2023.101821","DOIUrl":null,"url":null,"abstract":"<div><p>We study the randomized <em>n</em><span>-th minimal errors (and hence the complexity) of vector valued mean computation, which is the discrete version of parametric<span> integration. The results of the present paper form the basis for the complexity analysis of parametric integration in Sobolev spaces, which will be presented in Part 2. Altogether this extends previous results of Heinrich and Sindambiwe (1999) </span></span><span>[12]</span> and Wiegand (2006) <span>[27]</span>. Moreover, a basic problem of Information-Based Complexity on the power of adaption for linear problems in the randomized setting is solved.</p></div>","PeriodicalId":50227,"journal":{"name":"Journal of Complexity","volume":null,"pages":null},"PeriodicalIF":1.8000,"publicationDate":"2023-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Complexity","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0885064X23000900","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
Abstract
We study the randomized n-th minimal errors (and hence the complexity) of vector valued mean computation, which is the discrete version of parametric integration. The results of the present paper form the basis for the complexity analysis of parametric integration in Sobolev spaces, which will be presented in Part 2. Altogether this extends previous results of Heinrich and Sindambiwe (1999) [12] and Wiegand (2006) [27]. Moreover, a basic problem of Information-Based Complexity on the power of adaption for linear problems in the randomized setting is solved.
期刊介绍:
The multidisciplinary Journal of Complexity publishes original research papers that contain substantial mathematical results on complexity as broadly conceived. Outstanding review papers will also be published. In the area of computational complexity, the focus is on complexity over the reals, with the emphasis on lower bounds and optimal algorithms. The Journal of Complexity also publishes articles that provide major new algorithms or make important progress on upper bounds. Other models of computation, such as the Turing machine model, are also of interest. Computational complexity results in a wide variety of areas are solicited.
Areas Include:
• Approximation theory
• Biomedical computing
• Compressed computing and sensing
• Computational finance
• Computational number theory
• Computational stochastics
• Control theory
• Cryptography
• Design of experiments
• Differential equations
• Discrete problems
• Distributed and parallel computation
• High and infinite-dimensional problems
• Information-based complexity
• Inverse and ill-posed problems
• Machine learning
• Markov chain Monte Carlo
• Monte Carlo and quasi-Monte Carlo
• Multivariate integration and approximation
• Noisy data
• Nonlinear and algebraic equations
• Numerical analysis
• Operator equations
• Optimization
• Quantum computing
• Scientific computation
• Tractability of multivariate problems
• Vision and image understanding.