Lower Bounds and Nonuniform Time Discretization for Approximation of Stochastic Heat Equations.
Thomas Müller-GronbachKlaus RitterPublished in: Found. Comput. Math. (2007)
Keyphrases
- lower bound
- upper bound
- approximation schemes
- discrete random variables
- polynomial approximation
- branch and bound
- stage stochastic programs
- approximation algorithms
- branch and bound algorithm
- bayes error rate
- lower and upper bounds
- worst case
- integrality gap
- objective function
- monte carlo sampling
- np hard
- approximation guarantees
- numerical integration
- closed form
- vc dimension
- constant factor
- monte carlo
- differential equations
- linear programming relaxation
- min sum
- continuous variables
- randomized algorithm
- linear equations
- numerical solution
- knapsack problem
- error bounds
- markov random field
- image registration
- search algorithm
- data structure