Integration and Optimization of Multivariate Polynomials by Restriction onto a Random Subspace
نویسندگان
چکیده
منابع مشابه
Integration and Optimization of Multivariate Polynomials by Restriction onto a Random Subspace
We consider the problem of efficient integration of an n-variate polynomial with respect to the Gaussian measure in Rn and related problems of complex integration and optimization of a polynomial on the unit sphere. We identify a class of n-variate polynomials f for which the integral of any positive integer power fp over the whole space is well-approximated by a properly scaled integral over a...
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ژورنال
عنوان ژورنال: Foundations of Computational Mathematics
سال: 2006
ISSN: 1615-3375,1615-3383
DOI: 10.1007/s10208-005-0178-x