Almost Optimal Differentiation Using Noi
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Klaus Ritter
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Article
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1996
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Elsevier Science
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English
โ 561 KB
We study differentiation of functions f based on noisy data f (t i )+= i . We recover f (k) either at a single point or on the interval [0, 1] in L 2 -norm. Under stochastic assumptions on f and = i , we determine the order of the errors of the best linear methods which use n noisy function values.