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Approximation of Linear Operators on a Wiener Space

Lee, David

We study optimal algorithms and optimal information in an average case model for linear problems in a Wiener space. We show that a linear algorithm is optimal among all algorithms. We illustrate the theory by interpolation, integration and approximation. We prove that adaption does not help.

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Academic Units
Computer Science
Publisher
Department of Computer Science, Columbia University
Series
Columbia University Computer Science Technical Reports, CUCS-152-84
Published Here
February 23, 2012