Erich Novak
Friedrich-Schiller-Universität Jena, Germany
Optimal algorithms for some high dimensional problems
Abstract:
We discuss some numerical problems in high dimension and,
in particular, the question: For which problems do we
observe the curse of dimension and which problems are tractable?
This question often leads to problems of an optimal distribution
of sample points in high dimensional sets.
Examples are points with small discrepancy or small dispersion.
Several open problems will be presented.
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