Orthogonal projections are optimal algorithms (Q788227)
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scientific article; zbMATH DE number 3842450
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Orthogonal projections are optimal algorithms |
scientific article; zbMATH DE number 3842450 |
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Orthogonal projections are optimal algorithms (English)
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1984
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By the use of Housholder transformations it is shown that orthogonal projections onto the range of the adjoint of the information operator are, in a very general sense, optimal algorithms. This allows a unified presentation of worst case optimal algorithms and average case optimal algorithms relative to Gaussian measures on infinite dimensional Hilbert spaces. The choice of optimal information is also discussed.
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Housholder transformations
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optimal algorithms
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Gaussian measures
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infinite dimensional Hilbert spaces
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optimal information
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