Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets

DOI10.1016/j.jco.2015.02.001zbMath1320.62076OpenAlexW2051307541MaRDI QIDQ2349093

Fabio Nobile, Giovanni Migliorati

Publication date: 16 June 2015

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2015.02.001

zbMATH Keywords

error analysisapproximation theorynonparametric regressiondiscrete least squaresmultivariate polynomial approximationlow-discrepancy point set

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Approximation by polynomials (41A10) Complexity and performance of numerical algorithms (65Y20)

Related Items (17)

Infinite-dimensional \(\ell ^1\) minimization and function approximation from pointwise data ⋮ Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension ⋮ Generalized polynomial chaos-informed efficient stochastic kriging ⋮ Weighted discrete least-squares polynomial approximation using randomized quadratures ⋮ An adaptive least-squares global sensitivity method and application to a plasma-coupled combustion prediction with parametric correlation ⋮ Least squares orthogonal polynomial regression estimation for irregular design ⋮ On a near optimal sampling strategy for least squares polynomial regression ⋮ Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points ⋮ Least Squares Approximation of Polynomial Chaos Expansions With Optimized Grid Points ⋮ Constructing Least-Squares Polynomial Approximations ⋮ Towards optimal sampling for learning sparse approximation in high dimensions ⋮ Multivariate Markov-type and Nikolskii-type inequalities for polynomials associated with downward closed multi-index sets ⋮ An efficient adaptive forward-backward selection method for sparse polynomial chaos expansion ⋮ Nonadaptive Quasi-Optimal Points Selection for Least Squares Linear Regression ⋮ Least squares polynomial chaos expansion: a review of sampling strategies ⋮ Function integration, reconstruction and approximation using rank-$1$ lattices ⋮ SDE Based Regression for Linear Random PDEs

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• New star discrepancy bounds for \((t,m,s)\)-nets and \((t,s)\)-sequences
• On the stability and accuracy of least squares approximations
• Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations
• Multivariate Markov-type and Nikolskii-type inequalities for polynomials associated with downward closed multi-index sets
• Point sets and sequences with small discrepancy
• Duality theory and propagation rules for higher order nets
• Tractability of multivariate problems. Volume II: Standard information for functionals.
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Finite-order weights imply tractability of multivariate integration
• Propagation rules for \((u, m, \mathbf{e}, s)\)-nets and \((u, \mathbf{e}, s)\)-sequences
• On the discrepancy of generalized Niederreiter sequences
• Low discrepancy sequences in high dimensions: how well are their projections distributed?
• A variant of Atanassov's method for \((t, s)\)-sequences and \((t, \mathbf{e}, s)\)-sequences
• Über die Diskrepanz mehrdimensionaler Folgen mod 1
• Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces
• Improvements on the star discrepancy of (t,s)-sequences
• Multivariate Discrete Least-Squares Approximations with a New Type of Collocation Grid
• Equidistribution Properties of Generalized Nets and Sequences
• Duality theory and propagation rules for generalized digital nets
• Walsh Spaces Containing Smooth Functions and Quasi–Monte Carlo Rules of Arbitrary High Order
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs
• Probabilistic discrepancy bound for Monte Carlo point sets
• High-dimensional integration: The quasi-Monte Carlo way
• Uncertainty propagation in CFD using polynomial chaos decomposition
• Some applications of multidimensional integration by parts
• Projections of digital nets and sequences

This page was built for publication: Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets