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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.



More About This Work

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