Uniform approximation of vectors using adaptive randomized information

Autor: Kunsch, Robert J., Wnuk, Marcin
Rok vydání: 2024
Předmět:
Druh dokumentu: Working Paper
Popis: We study approximation of the embedding $\ell_p^m \rightarrow \ell_{\infty}^m$, $1 \leq p \leq 2$, based on randomized adaptive algorithms that use arbitrary linear functionals as information on a problem instance. We show upper bounds for which the complexity $n$ exhibits only a $(\log\log m)$-dependence. Our results for $p=1$ lead to an example of a gap of order $n$ (up to logarithmic factors) for the error between best adaptive and non-adaptive Monte Carlo methods. This is the largest possible gap for linear problems.
Databáze: arXiv