Randomized Complexity of Mean Computation and the Adaption Problem

Fuente: arXiv
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1. Verfasser: Heinrich, Stefan
Format: Preprint
Veröffentlicht: 2024
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author Heinrich, Stefan
author_facet Heinrich, Stefan
contents Recently the adaption problem of Information-Based Complexity (IBC) for linear problems in the randomized setting was solved in Heinrich (J. Complexity 82, 2024, 101821). Several papers treating further aspects of this problem followed. However, all examples obtained so far were vector-valued. In this paper we settle the scalar-valued case. We study the complexity of mean computation in finite dimensional sequence spaces with mixed $L_p^N$ norms. We determine the $n$-th minimal errors in the randomized adaptive and non-adaptive setting. It turns out that among the problems considered there are examples where adaptive and non-adaptive $n$-th minimal errors deviate by a power of $n$. The gap can be (up to log factors) of the order $n^{1/4}$. We also show how to turn such results into infinite dimensional examples with suitable deviation for all $n$ simultaneously.
format Preprint
id arxiv_https___arxiv_org_abs_2401_14100
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Randomized Complexity of Mean Computation and the Adaption Problem
Heinrich, Stefan
Numerical Analysis
Recently the adaption problem of Information-Based Complexity (IBC) for linear problems in the randomized setting was solved in Heinrich (J. Complexity 82, 2024, 101821). Several papers treating further aspects of this problem followed. However, all examples obtained so far were vector-valued. In this paper we settle the scalar-valued case. We study the complexity of mean computation in finite dimensional sequence spaces with mixed $L_p^N$ norms. We determine the $n$-th minimal errors in the randomized adaptive and non-adaptive setting. It turns out that among the problems considered there are examples where adaptive and non-adaptive $n$-th minimal errors deviate by a power of $n$. The gap can be (up to log factors) of the order $n^{1/4}$. We also show how to turn such results into infinite dimensional examples with suitable deviation for all $n$ simultaneously.
title Randomized Complexity of Mean Computation and the Adaption Problem
topic Numerical Analysis
url https://arxiv.org/abs/2401.14100