David Krieg,
"Optimal Monte Carlo Methods for L2 -Approximation"
, in Constructive Approximation, Vol. 49, Nummer 2, Seite(n) 385-403, 2019, ISSN: 1432-0940
Original Titel:
Optimal Monte Carlo Methods for L2 -Approximation
Sprache des Titels:
Englisch
Original Kurzfassung:
We construct Monte Carlo methods for the L2-approximation in Hilbert spaces of multivariate functions sampling not more than n function values of the target function. Their errors catch up with the rate of convergence and the preasymptotic behavior of the error of any algorithm sampling n pieces of arbitrary linear information, including function values.