Optimal algorithms for linear problems with Gaussian measures

DOI10.1216/RMJ-1986-16-4-727zbMath0622.65041OpenAlexW2027915600MaRDI QIDQ1091082

Grzegorz W. Wasilkowski

Publication date: 1986

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1216/rmj-1986-16-4-727

zbMATH Keywords

Hilbert spaceGaussian measurelinear informationadaptive informationOptimal algorithmscorrelation operatorspline algorithmsoptimal reduction of uncertainty

Mathematics Subject Classification ID

Numerical solutions to equations with linear operators (65J10) Equations and inequalities involving linear operators, with vector unknowns (47A50)

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