The curse of dimensionality
High-dimensional problems can become expensive. The source studies additional assumptions that can help.
Lessons
- Grid size
- Sample average
- Sampling a PDE representation
- Barron approximation bound
- Combining local descriptions
- A one-dimensional PDE example
- A sampled threshold feature
- A deterministic process in a PDE representation
- A function defined by expectation
- A sampling error bound
- Fourier representation and sampling weights
- A problem in the printed representation
- Approximating a random quantity by steps
- A function on a subset
- Expectation of a threshold feature
- Smooth local functions
- Support of a local weight
- A Fourier frequency bound
- Random input for a PDE example