Bernhard Milla

Learn More
We show that for functions f ∈ Lp([0, 1] d), where 1 ≤ p ≤ ∞, the family of integrals ∫ [0,x] f(t)dt (x = (x1, . . . , xd) ∈ [0, 1] ) can be approximated by a randomized algorithm uniformly over x ∈ [0, 1]d with the same rate n−1+1/min(p,2) as the optimal rate for a single integral, where n is the number of samples. We present two algorithms, one being of(More)
  • 1