Pages that link to "Item:Q1210836"
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The following pages link to Deterministic and stochastic error bounds in numerical analysis (Q1210836):
Displaying 12 items.
- Optimal approximation of infinite-dimensional holomorphic functions (Q6151536) (← links)
- Higher-Order Monte Carlo through Cubic Stratification (Q6154530) (← links)
- Randomized complexity of parametric integration and the role of adaption. I: Finite dimensional case (Q6154554) (← links)
- Monte Carlo integration of \(C^r\) functions with adaptive variance reduction: an asymptotic analysis (Q6161576) (← links)
- Sampling discretization error of integral norms for function classes with small smoothness (Q6165573) (← links)
- Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization (Q6195313) (← links)
- Randomized least-squares with minimal oversampling and interpolation in general spaces (Q6573780) (← links)
- Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process (Q6582398) (← links)
- Inverse regression for spatially distributed functional data (Q6589595) (← links)
- Randomized complexity of mean computation and the adaption problem (Q6614418) (← links)
- One-sided discretization inequalities and sampling recovery (Q6639450) (← links)
- Inequalities between s-numbers (Q6646848) (← links)
