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在高维随机域近似Approximation of Random Fields in High Dimension |
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| 课程网址: | http://videolectures.net/sip08_serdyukova_aorfih/ |
| 主讲教师: | Nora Serdyukova |
| 开课单位: | 魏尔斯特拉斯应用分析与随机研究所 |
| 开课时间: | 2008-12-18 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We consider the ε-approximation by n-term partial sums of the Karhunen- Lo`eve expansion to d-parametric random fields of tensor product-type in the average case setting. We investigate the behavior, as d → ∞, of the informa- tion complexity of approximation with error not exceeding a given level ε. It was recently shown that for this problem one observes the curse of dimen- sionality (intractability) phenomenon. We aim to give the exact asymptotic expression for the information complexity. |
| 关 键 词: | 维度; 卡亨南-罗`前夕膨胀; 随机fi领域 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-06-15：wuyq |
| 阅读次数: | 42 |