Approximation of Random Fields in High Dimension

author: Nora Serdyukova, Weierstrass Institute for Applied Analysis and Stochastics
published: Dec. 18, 2008,   recorded: December 2008,   views: 3573


Related Open Educational Resources

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.


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.

See Also:

Download slides icon Download slides: sip08_serdyukova_aorfih_01.pdf (330.5 KB)

Help icon Streaming Video Help

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: