Error Estimates for Multivariate Regression on Discretized Function Spaces

DOI10.1137/15M1013973MaRDI QIDQ4976112zbMATH OpenFDO

Authors Bastian Bohn, Michael Griebel

Publication date 27 July 2017

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/15M1013973

zbMATH Keywords

bias-variance problemconvergence ratesdiscretized function spaceslearning theoryregressionsparse grids

Mathematics Subject Classification ID

Rate of convergence, degree of approximation (41A25) Multidimensional problems (41A63) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Learning and adaptive systems in artificial intelligence (68T05)

Recommendations

• Estimating functionals of the error distribution in parametric and nonparametric regression
• scientific article; zbMATH DE number 6607894
• scientific article; zbMATH DE number 775848
• Estimating linear functionals of the error distribution in nonparametric regression
• Error variance function estimation in nonparametric regression models
• Convergence rates of multivariate regression estimators with errors-in-variables
• Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates
• scientific article; zbMATH DE number 1928705
• M-estimation in a multivariate regression model under a convex-contoured discrepancy function

Cites work

• A distribution-free theory of nonparametric regression
• A finite element method for density estimation with Gaussian process priors
• An Optimal Order Regularization Method which Does Not Use Additional Smoothness Assumptions
• Analysis of discrete L^2 projection on polynomial spaces with random evaluations
• Approximation in learning theory
• Data mining techniques
• Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs
• ESTIMATING THE APPROXIMATION ERROR IN LEARNING THEORY
• Fitting multidimensional data using gradient penalties and the sparse grid combination technique
• scientific article; zbMATH DE number 3602126 (Why is no real title available?)
• scientific article; zbMATH DE number 1332320 (Why is no real title available?)
• scientific article; zbMATH DE number 1049042 (Why is no real title available?)
• scientific article; zbMATH DE number 3260226 (Why is no real title available?)
• Inequalities for uniform deviations of averages from expectations with applications to nonparametric regression
• Learnability of Gaussians with flexible variances
• Learning Theory
• Learning with sample dependent hypothesis spaces
• Maximum a posteriori density estimation and the sparse grid combination technique
• Multiscale approximation and reproducing kernel Hilbert space methods
• Nonlinear Dimensionality Reduction
• On Learning Vector-Valued Functions
• On the construction of sparse tensor product spaces
• On the mathematical foundations of learning
• On the stability and accuracy of least squares approximations
• Optimization with sparsity-inducing penalties
• Principal Curves
• Sparse grids
• Sparse grids for boundary integral equations
• Spatially adaptive sparse grids for high-dimensional data-driven problems
• Tensor product type subspace splittings and multilevel iterative methods for anisotropic problems
• The entropy in learning theory. Error estimates
• Universal algorithms for learning theory. I: Piecewise constant functions.
• Universal algorithms for learning theory. II: Piecewise polynomial functions

Cited in

(4)

• Worst-case recovery guarantees for least squares approximation using random samples
• Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations
• A representer theorem for deep kernel learning
• Fast hyperbolic wavelet regression meets ANOVA

This page was built for publication: Error Estimates for Multivariate Regression on Discretized Function Spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4976112)