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Zapiski Nauchnykh Seminarov POMI, 2021, Volume 505, Pages 147–161
(Mi znsl7128)
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This article is cited in 1 scientific paper (total in 1 paper)
Asymptotics of average case approximation complexity for tensor products of Euler integrated processes
A. A. Kravchenkoa, A. A. Khartovb a St. Petersburg National Research University of Information Technologies, Mechanics and Optics
b Smolensk State University
Abstract:
We consider random fields that are tensor products of $d$ Euler integrated processes. The average case approximation complexity for a given random field is defined as the minimal number of values of continuous linear functionals that is needed to approximate the field with relative $2$-average error not exceeding a given threshold $\varepsilon$. In the paper we obtain logarithmic asymptotics of the average case approximation complexity for such random fields for fixed $\varepsilon$ and $d\to\infty$ under rather weak assumptions for the smoothness parameters of the marginal processes.
Key words and phrases:
average case setting, approximation complexity, tractability, Euler integrated random process, tensor product of processes, random fields, high dimension.
Received: 05.11.2021
Citation:
A. A. Kravchenko, A. A. Khartov, “Asymptotics of average case approximation complexity for tensor products of Euler integrated processes”, Probability and statistics. Part 31, Zap. Nauchn. Sem. POMI, 505, POMI, St. Petersburg, 2021, 147–161
Linking options:
https://www.mathnet.ru/eng/znsl7128 https://www.mathnet.ru/eng/znsl/v505/p147
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Abstract page: | 99 | Full-text PDF : | 29 | References: | 27 |
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