Information-based complexity
Explicit cost bounds of algorithms for multivariate tensor product problems
Journal of Complexity
A new algorithm and worst case complexity for Feynman-Kac path integration
Journal of Computational Physics
The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension
Mathematics of Computation
Infinite-Dimensional Quadrature and Approximation of Distributions
Foundations of Computational Mathematics
Multi-level Monte Carlo algorithms for infinite-dimensional integration on RN
Journal of Complexity
Journal of Complexity
Liberating the dimension for function approximation
Journal of Complexity
Deterministic multi-level algorithms for infinite-dimensional integration on RN
Journal of Complexity
Liberating the dimension for function approximation: Standard information
Journal of Complexity
Liberating the dimension for L2-approximation
Journal of Complexity
On weighted Hilbert spaces and integration of functions of infinitely many variables
Journal of Complexity
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We study tractability of linear tensor product problems defined on special Banach spaces of ~-variate functions. In these spaces, functions have a unique decomposition f=@?"uf"u with f"u@?H"u, where u are finite subsets of N"+ and H"u are Hilbert spaces of functions with variables listed in u. The norm of f is defined by the @?"q norm of {@c"u^-^1@?f"u@?"H"""u:u@?N}, where @c"u's are given weights and q@?[1,~]. We derive sufficient and necessary conditions for the problem to be tractable. These conditions are expressed in terms of the properties of the weights @c"u, the value of q, and the complexity of the corresponding problem for univariate functions. The previous results were obtained only for the Hilbert case of q=2 and dealt with weighted integration and weighted L"2-approximation.