Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces.

Takashi Goda Yoshihito Kazashi Yuya Suzuki

Published in: Math. Comput. (2023)

Keyphrases

optimal solution
dynamic programming
closed form
signal to noise ratio
estimation error
worst case
rough sets
scale space
maximum likelihood
gaussian distribution
gaussian mixture