论维纳代数子空间积分的信息复杂度

IF 1.8 2区 数学 Q1 MATHEMATICS
Liang Chen, Haixin Jiang
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Goda raised an open question as to whether the upper bound of the information complexity for integration in <span><math><msub><mrow><mi>F</mi></mrow><mrow><mi>d</mi></mrow></msub></math></span><span> can be improved. In this note, we give a positive answer. By establishing a Monte Carlo sampling method and using Rademacher complexity to estimate the uniform convergence rate, the upper bound can be improved to </span><span><math><mi>Θ</mi><mo>(</mo><mi>d</mi><mo>/</mo><msup><mrow><mi>ϵ</mi></mrow><mrow><mn>3</mn></mrow></msup><mo>)</mo></math></span>, where <span><math><mi>ϵ</mi><mo>∈</mo><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>/</mo><mn>2</mn><mo>)</mo></math></span> is the target accuracy. We also use the same technique to estimate the information complexity for a Hölder continuous subspace of Wiener algebra. Compared to the previous upper bound <span><math><mi>Θ</mi><mo>(</mo><mi>max</mi><mo>⁡</mo><mo>(</mo><mfrac><mrow><msup><mrow><mi>d</mi></mrow><mrow><mn>2</mn></mrow></msup></mrow><mrow><msup><mrow><mi>ϵ</mi></mrow><mrow><mn>2</mn></mrow></msup></mrow></mfrac><mo>,</mo><mfrac><mrow><msup><mrow><mi>d</mi></mrow><mrow><mn>1</mn><mo>/</mo><mi>q</mi></mrow></msup></mrow><mrow><msup><mrow><mi>ϵ</mi></mrow><mrow><mn>1</mn><mo>/</mo><mi>α</mi></mrow></msup></mrow></mfrac><mo>)</mo><mo>)</mo></math></span>, we present a new upper bound <span><math><mi>Θ</mi><mo>(</mo><mo>(</mo><mfrac><mrow><mi>d</mi><mi>log</mi><mo>⁡</mo><mi>d</mi></mrow><mrow><mi>q</mi></mrow></mfrac><mo>+</mo><mfrac><mrow><mi>d</mi><mi>log</mi><mo>⁡</mo><mo>(</mo><mn>1</mn><mo>/</mo><mi>ϵ</mi><mo>)</mo></mrow><mrow><mi>α</mi></mrow></mfrac><mo>)</mo><mo>/</mo><msup><mrow><mi>ϵ</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>)</mo></math></span>, where <span><math><mi>q</mi><mo>∈</mo><mo>[</mo><mn>1</mn><mo>,</mo><mo>∞</mo><mo>)</mo><mo>,</mo><mi>α</mi><mo>∈</mo><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>]</mo></math></span><span> are the parameters of Hölder continuity. Ignoring the logarithmic factors, the order of our upper bound is superior to the previous result, especially for the case where the Hölder exponent </span><em>α</em> is small.</p></div>","PeriodicalId":50227,"journal":{"name":"Journal of Complexity","volume":null,"pages":null},"PeriodicalIF":1.8000,"publicationDate":"2023-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On the information complexity for integration in subspaces of the Wiener algebra\",\"authors\":\"Liang Chen,&nbsp;Haixin Jiang\",\"doi\":\"10.1016/j.jco.2023.101819\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>Recently, Goda proved the polynomial tractability of integration on the following function subspace of the Wiener algebra<span><span><span><math><msub><mrow><mi>F</mi></mrow><mrow><mi>d</mi></mrow></msub><mo>:</mo><mo>=</mo><mrow><mo>{</mo><mi>f</mi><mo>∈</mo><mi>C</mi><mo>(</mo><msup><mrow><mi>T</mi></mrow><mrow><mi>d</mi></mrow></msup><mo>)</mo><mo>|</mo><msub><mrow><mo>‖</mo><mi>f</mi><mo>‖</mo></mrow><mrow><msub><mrow><mi>F</mi></mrow><mrow><mi>d</mi></mrow></msub></mrow></msub></mrow><mspace></mspace><mspace></mspace><mspace></mspace><mo>:</mo><mo>=</mo><munder><mo>∑</mo><mrow><mi>k</mi><mo>∈</mo><msup><mrow><mi>Z</mi></mrow><mrow><mi>d</mi></mrow></msup></mrow></munder><mo>|</mo><mover><mrow><mi>f</mi></mrow><mrow><mo>ˆ</mo></mrow></mover><mo>(</mo><mi>k</mi><mo>)</mo><mo>|</mo><mi>max</mi><mo>⁡</mo><mrow><mo>(</mo><mn>1</mn><mo>,</mo><munder><mi>min</mi><mrow><mi>j</mi><mo>∈</mo><mi>supp</mi><mo>(</mo><mi>k</mi><mo>)</mo></mrow></munder><mo>⁡</mo><mi>log</mi><mo>⁡</mo><mo>|</mo><msub><mrow><mi>k</mi></mrow><mrow><mi>j</mi></mrow></msub><mo>|</mo><mo>)</mo></mrow><mo>&lt;</mo><mo>∞</mo><mo>}</mo><mo>,</mo></math></span></span></span> where <span><math><mi>T</mi><mo>:</mo><mo>=</mo><mi>R</mi><mo>/</mo><mi>Z</mi><mo>=</mo><mo>[</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>)</mo></math></span>, <span><math><mover><mrow><mi>f</mi></mrow><mrow><mo>ˆ</mo></mrow></mover><mo>(</mo><mi>k</mi><mo>)</mo></math></span> is the <strong><em>k</em></strong><span>-th Fourier coefficient of </span><em>f</em> and <span><math><mi>supp</mi><mo>(</mo><mi>k</mi><mo>)</mo><mo>:</mo><mo>=</mo><mo>{</mo><mi>j</mi><mo>∈</mo><mo>{</mo><mn>1</mn><mo>,</mo><mo>…</mo><mo>,</mo><mi>d</mi><mo>}</mo><mo>|</mo><msub><mrow><mi>k</mi></mrow><mrow><mi>j</mi></mrow></msub><mo>≠</mo><mn>0</mn><mo>}</mo></math></span>. Goda raised an open question as to whether the upper bound of the information complexity for integration in <span><math><msub><mrow><mi>F</mi></mrow><mrow><mi>d</mi></mrow></msub></math></span><span> can be improved. In this note, we give a positive answer. By establishing a Monte Carlo sampling method and using Rademacher complexity to estimate the uniform convergence rate, the upper bound can be improved to </span><span><math><mi>Θ</mi><mo>(</mo><mi>d</mi><mo>/</mo><msup><mrow><mi>ϵ</mi></mrow><mrow><mn>3</mn></mrow></msup><mo>)</mo></math></span>, where <span><math><mi>ϵ</mi><mo>∈</mo><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>/</mo><mn>2</mn><mo>)</mo></math></span> is the target accuracy. We also use the same technique to estimate the information complexity for a Hölder continuous subspace of Wiener algebra. Compared to the previous upper bound <span><math><mi>Θ</mi><mo>(</mo><mi>max</mi><mo>⁡</mo><mo>(</mo><mfrac><mrow><msup><mrow><mi>d</mi></mrow><mrow><mn>2</mn></mrow></msup></mrow><mrow><msup><mrow><mi>ϵ</mi></mrow><mrow><mn>2</mn></mrow></msup></mrow></mfrac><mo>,</mo><mfrac><mrow><msup><mrow><mi>d</mi></mrow><mrow><mn>1</mn><mo>/</mo><mi>q</mi></mrow></msup></mrow><mrow><msup><mrow><mi>ϵ</mi></mrow><mrow><mn>1</mn><mo>/</mo><mi>α</mi></mrow></msup></mrow></mfrac><mo>)</mo><mo>)</mo></math></span>, we present a new upper bound <span><math><mi>Θ</mi><mo>(</mo><mo>(</mo><mfrac><mrow><mi>d</mi><mi>log</mi><mo>⁡</mo><mi>d</mi></mrow><mrow><mi>q</mi></mrow></mfrac><mo>+</mo><mfrac><mrow><mi>d</mi><mi>log</mi><mo>⁡</mo><mo>(</mo><mn>1</mn><mo>/</mo><mi>ϵ</mi><mo>)</mo></mrow><mrow><mi>α</mi></mrow></mfrac><mo>)</mo><mo>/</mo><msup><mrow><mi>ϵ</mi></mrow><mrow><mn>2</mn></mrow></msup><mo>)</mo></math></span>, where <span><math><mi>q</mi><mo>∈</mo><mo>[</mo><mn>1</mn><mo>,</mo><mo>∞</mo><mo>)</mo><mo>,</mo><mi>α</mi><mo>∈</mo><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>]</mo></math></span><span> are the parameters of Hölder continuity. Ignoring the logarithmic factors, the order of our upper bound is superior to the previous result, especially for the case where the Hölder exponent </span><em>α</em> is small.</p></div>\",\"PeriodicalId\":50227,\"journal\":{\"name\":\"Journal of Complexity\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.8000,\"publicationDate\":\"2023-12-27\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Complexity\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0885064X23000882\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Complexity","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0885064X23000882","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0

摘要

最近,戈达证明了在维纳代数的下列函数子空间上积分的多项式可操作性Fd:={f∈C(Td):‖f‖Fd:=∑k∈Zd|f(k)|max(1,minj∈supp(k)log|kj|)<∞},其中 T:=R/Z=[0,1],fˆ(k) 是 f 的第 k 个傅里叶系数,supp(k):={j∈{1,...,d}|kj≠0}。戈达提出了一个悬而未决的问题,即能否改进 Fd 中积分的信息复杂度上限。在本论文中,我们给出了肯定的答案。通过建立蒙特卡罗抽样方法并使用拉德马赫复杂度来估计均匀收敛速率,上限可以改进为 Θ(d/ϵ3),其中ϵ∈(0,1/2) 是目标精度。我们还使用同样的技术估算了维纳代数的赫尔德连续子空间的信息复杂度。与之前的上限Θ(max(d2ϵ2,d1/qϵ1/α))相比,我们提出了一个新的上限Θ((dlogdq+dlog(1/ϵ)α)/ϵ2),其中q∈[1,∞),α∈(0,1]是赫尔德连续性参数。忽略对数因子,我们的上界阶数优于先前的结果,尤其是在霍尔德指数α很小的情况下。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On the information complexity for integration in subspaces of the Wiener algebra

Recently, Goda proved the polynomial tractability of integration on the following function subspace of the Wiener algebraFd:={fC(Td)|fFd:=kZd|fˆ(k)|max(1,minjsupp(k)log|kj|)<}, where T:=R/Z=[0,1), fˆ(k) is the k-th Fourier coefficient of f and supp(k):={j{1,,d}|kj0}. Goda raised an open question as to whether the upper bound of the information complexity for integration in Fd can be improved. In this note, we give a positive answer. By establishing a Monte Carlo sampling method and using Rademacher complexity to estimate the uniform convergence rate, the upper bound can be improved to Θ(d/ϵ3), where ϵ(0,1/2) is the target accuracy. We also use the same technique to estimate the information complexity for a Hölder continuous subspace of Wiener algebra. Compared to the previous upper bound Θ(max(d2ϵ2,d1/qϵ1/α)), we present a new upper bound Θ((dlogdq+dlog(1/ϵ)α)/ϵ2), where q[1,),α(0,1] are the parameters of Hölder continuity. Ignoring the logarithmic factors, the order of our upper bound is superior to the previous result, especially for the case where the Hölder exponent α is small.

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来源期刊
Journal of Complexity
Journal of Complexity 工程技术-计算机:理论方法
CiteScore
3.10
自引率
17.60%
发文量
57
审稿时长
>12 weeks
期刊介绍: The multidisciplinary Journal of Complexity publishes original research papers that contain substantial mathematical results on complexity as broadly conceived. Outstanding review papers will also be published. In the area of computational complexity, the focus is on complexity over the reals, with the emphasis on lower bounds and optimal algorithms. The Journal of Complexity also publishes articles that provide major new algorithms or make important progress on upper bounds. Other models of computation, such as the Turing machine model, are also of interest. Computational complexity results in a wide variety of areas are solicited. Areas Include: • Approximation theory • Biomedical computing • Compressed computing and sensing • Computational finance • Computational number theory • Computational stochastics • Control theory • Cryptography • Design of experiments • Differential equations • Discrete problems • Distributed and parallel computation • High and infinite-dimensional problems • Information-based complexity • Inverse and ill-posed problems • Machine learning • Markov chain Monte Carlo • Monte Carlo and quasi-Monte Carlo • Multivariate integration and approximation • Noisy data • Nonlinear and algebraic equations • Numerical analysis • Operator equations • Optimization • Quantum computing • Scientific computation • Tractability of multivariate problems • Vision and image understanding.
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