R. Kunsch

activity

20172026

most citedHigh-Dimensional Function Approximation: Breaking the Curse with Monte Carlo Methods

8 citations · 15 across the 8 of their papers we have counts for

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2 papers · 1 filter

math.NA2023

Linear Monte Carlo quadrature with optimal confidence intervals

Robert J. Kunsch

We study the numerical integration of functions from isotropic Sobolev spaces $W_{p}^{s} ([0, 1]^{d})$ using finitely many function evaluations within randomized algorithms, aiming for the…

math.NA2023

Randomized approximation of summable sequences -- adaptive and non-adaptive

Robert Kunsch, Erich Novak, Marcin Wnuk

We prove lower bounds for the randomized approximation of the embedding $ℓ_{1}^{m} \to ℓ_{\infty}^{m}$ based on algorithms that use arbitrary linear (hence non-adaptive) info…