Lecture 2: Complexity results for integration.
Duration: 1 hour 10 mins
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About this item
| Description: |
Novak, E
Wednesday 13th February 2019 - 15:00 to 16:30 |
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| Created: | 2019-02-15 09:42 |
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| Collection: | Approximation, sampling and compression in data science |
| Publisher: | Isaac Newton Institute |
| Copyright: | Novak, E |
| Language: | eng (English) |
| Abstract: | We give a short introduction to IBC and present some basic definitions and a few results. The general question is: How many function values (or values of other functionals) of f do we need to compute S(f)
up to an error ϵ? Here S(f) could be the integral or the maximum of f. In particular we study the question: Which problems are tractable? When do we have the curse of dimension? In this second talk we discuss complexity results for numerical integration. In particular we present results for the star discrepancy, the curse of dimension for Ck functions, and results for randomized algorithms |
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