Random sections of ellipsoids and the power of random information
Sprache des Vortragstitels:
Englisch
Original Tagungtitel:
ICIAM 2019, 9th International Congress on Industrial and Applied Mathematics, 15-19 July 2019, Valencia
Sprache des Tagungstitel:
Englisch
Original Kurzfassung:
We study the circumradius of the intersection of an ellipsoid with random subspaces of codimension n. This random circumradius corresponds to the worst-case error of random information for L2-approximation of functions from a Hilbert space. Random information behaves very differently depending on whether ???2 or not. For ???2 random information is completely useless, for ???2 the expected radius of random information tends to zero at least at rate o1/n.
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