Article ID Journal Published Year Pages File Type
4607666 Journal of Approximation Theory 2011 11 Pages PDF
Abstract

We study the integration and approximation problems for monotone or convex bounded functions that depend on dd variables, where dd can be arbitrarily large. We consider the worst case error for algorithms that use finitely many function values. We prove that these problems suffer from the curse of dimensionality. That is, one needs exponentially many (in dd) function values to achieve an error εε.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
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