We consider the average case L -approximation of functions from C r ([0, 1]) with respect to the r-fold Wiener measure. An approximation is based on n function evaluations in the presence of Gaussian noise with variance \_ 2 >0. We show that the n th minimal average error is of order n &(2r+1)Γ(4r+4
Approximate Implementations of Pure Random Search in the Presence of Noise
β Scribed by David L. J. Alexander; David W. Bulger; James M. Calvin; H. Edwin. Romeijn; Ryan L. Sherriff
- Publisher
- Springer US
- Year
- 2005
- Tongue
- English
- Weight
- 351 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0925-5001
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