Operator adapted wavelets, fast solvers, and numerical homogenization : from a game theoretic approach to numerical approximation and algorithm design / Houman Owhadi, Clint Scovel.

Format:

Book

Author/Creator:

Owhadi, Houman, author.

Scovel, Clint, 1955- author.

Series:

Cambridge monographs on applied and computational mathematics ; 35.

Cambridge monographs on applied and computational mathematics ; 35

Language:

English

Subjects (All):

Approximation theory.

Estimation theory.

Mathematical statistics.

Physical Description:

1 online resource (xv, 474 pages) : digital, PDF file(s).

Place of Publication:

Cambridge : Cambridge University Press, 2019.

Summary:

Although numerical approximation and statistical inference are traditionally covered as entirely separate subjects, they are intimately connected through the common purpose of making estimations with partial information. This book explores these connections from a game and decision theoretic perspective, showing how they constitute a pathway to developing simple and general methods for solving fundamental problems in both areas. It illustrates these interplays by addressing problems related to numerical homogenization, operator adapted wavelets, fast solvers, and Gaussian processes. This perspective reveals much of their essential anatomy and greatly facilitates advances in these areas, thereby appearing to establish a general principle for guiding the process of scientific discovery. This book is designed for graduate students, researchers, and engineers in mathematics, applied mathematics, and computer science, and particularly researchers interested in drawing on and developing this interface between approximation, inference, and learning.

Notes:

Title from publisher's bibliographic system (viewed on 11 Oct 2019).

Includes bibliographical references and index.

ISBN:

9781108588041

1108588042

9781108655644

1108655645

9781108594967

1108594964

OCLC:

1123175957