Multivariate algorithms and information-based complexity / edited by Fred J. Hickernell and Peter Kritzer.

Format:

Book

Contributor:

Hickernell, Fred J., editor.

Kritzer, Peter, editor.

Series:

Radon series on computational and applied mathematics ; 27.

Radon series on computational and applied mathematics ; volume 27

Language:

English

Subjects (All):

Computational complexity.

Multivariate analysis.

Physical Description:

1 online resource (iix, 145 page) : illustrations

Place of Publication:

Berlin : De Gruyter, [2020]

Summary:

The contributions by leading experts in this book focus on a variety of topics of current interest related to information-based complexity, ranging from function approximation, numerical integration, numerical methods for the sphere, and algorithms with random information, to Bayesian probabilistic numerical methods and numerical methods for stochastic differential equations.

Contents:

The control variate integration algorithm for multivariate functions defined at scattered data points / Jeremy Dewar, Mu Tian, and James M. Hyman

An adaptive random bit multilevel algorithm for SDEs / Michael B. Giles, Mario Hefter, Lukas Mayer, and Klaus Ritter

RBF-based penalized least-squares approximation of noisy scattered data on the sphere / Kerstin Hesse

On the power of random information / Aicke Hinrichs, David Krieg, Erich Novak, Joscha Prochno, and Mario Ullrich

Optimality criteria for probabilistic numerical methods / C.J. Oates, J.Cockayne, D. Prangle, T.J. Sullivan, and M. Girolami

E-Superposition and truncation dimensions, and multivariate method for variate linear problems / G.W. Wasilkowski

Adaptive approximation for multivariate linear problems with inputs lying in a cone / Yuhan Ding, Fred J. Hickernell, Peter Kritzer, and Simon Mak.

Notes:

Description based on: online resource; title from PDF information screen (De Gruyter viewed November 16, 2022).

ISBN:

9783110633153

3110633159

OCLC:

1474697957