Stochastic Approximation of Functions and Applications

Abstract

We survey recent results on the approximation of functions from Sobolev spaces by stochastic linear algorithms based on function values. The error is measured in various Sobolev norms, including positive and negative degree of smoothness. We also prove some new, related results concerning integration over Lipschitz domains, integration with variable weights… (More)

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@inproceedings{Heinrich2011StochasticAO, title={Stochastic Approximation of Functions and Applications}, author={Stefan Heinrich}, year={2011} }