How good is random information? ? Approximation in the Hilbert space setting
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To find optimal algorithms for numerical problems like function approximation, one has to choose the
information optimally, and this might be difficult in practice. Choosing the information functionals as iid
random functionals and using the optimal algorithm for the chosen information may be almost as good
as using optimal information or may be much worse, depending on the problem setting. We analyse this
problem in the Hilbert space setting and give a partial answer in this case about the power of random
This is joint work with David Krieg and Erich Novak.