Instances of computational optimal recovery: refined approximability models

DOI10.1016/J.JCO.2020.101503MaRDI QIDQ1996882zbMATH OpenOpenAlexFDO

Authors Simon Foucart

Publication date 26 February 2021

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

Full work available at URL https://arxiv.org/abs/2004.00195

zbMATH Keywords

approximability modelsoptimal recovery problemoverparametrizationsemidefinite programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22)

Abstract: Models based on approximation capabilities have recently been studied in the context of Optimal Recovery. These models, however, are not compatible with overparametrization, since model- and data-consistent functions could then be unbounded. This drawback motivates the introduction of refined approximability models featuring an added boundedness condition. Thus, two new models are proposed in this article: one where the boundedness applies to the target functions (first type) and one where the boundedness applies to the approximants (second type). For both types of model, optimal maps for the recovery of linear functionals are first described on an abstract level before their efficient constructions are addressed. By exploiting techniques from semidefinite programming, these constructions are explicitly carried out on a common example involving polynomial subspaces of $mathcalC[-1,1]$.

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Cited in

(7)

• Optimization models for complex recovery block schemes
• Learning from non-random data in Hilbert spaces: an optimal recovery perspective
• Revisiting the \(\Delta\) IC approach to component recovery
• Instances of computational optimal recovery: dealing with observation errors
• Full recovery from point values: an optimal algorithm for Chebyshev approximability prior
• Radius of information for two intersected centered hyperellipsoids and implications in optimal recovery from inaccurate data
• Approximation of functions: optimal sampling and complexity

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