Highly Influenced

# Average Case Complexity of Weighted Approximation and Integration over R+

@article{Plaskota2002AverageCC, title={Average Case Complexity of Weighted Approximation and Integration over R+}, author={Leszek Plaskota and Klaus Ritter and Grzegorz W. Wasilkowski}, journal={J. Complexity}, year={2002}, volume={18}, pages={517-544} }

- Published in J. Complexity 2002
DOI:10.1006/jcom.2001.0620

We study weighted approximation and integration of Gaussian stochastic processes X deened over R + whose rth derivatives satisfy a HH older condition with exponent in the quadratic mean. We assume that the algorithms use samples of X at a nite number of points. We study the average case (information) complexity, i.e., the minimal number of samples that are suucient to approximate/integrate X with the expected error not exceeding ". We provide suucient conditions in terms of the weight and the… CONTINUE READING