Approximating mixed Hölder functions using random samples

DOI10.1214/19-AAP1471zbMATH Open1460.41016arXiv1810.00823OpenAlexW2981248732MaRDI QIDQ2286458FDOQ2286458

Authors: Nicholas F. Marshall 

Publication date: 22 January 2020

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: Suppose $f:[0,1{]}^{2}ightarrowmathbbR$ is a $(c,alpha)$-mixed H"older function that we sample at $l$ points $X_1,ldots,X_l$ chosen uniformly at random from the unit square. Let the location of these points and the function values $f(X_1),ldots,f(X_l)$ be given. If $lge{c}_{1}nlo{g}^{2}n$, then we can compute an approximation $ildef$ such that ${\displaystyle }$ |f - ilde{f} |_{L^2} = mathcal{O}(n^{-alpha} log^{3/2} n), ${\displaystyle }$ with probability at least $1-n^{2-c_1}$, where the implicit constant only depends on the constants $c>0$ and $c_1>0$.

Full work available at URL: https://arxiv.org/abs/1810.00823

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zbMATH Keywords

sparse gridsrandomized KaczmarzHölder condition

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Multidimensional problems (41A63) Function spaces arising in harmonic analysis (42B35) Special properties of functions of several variables, Hölder conditions, etc. (26B35)

Cites Work

• A randomized Kaczmarz algorithm with exponential convergence
• Sparse grids
• Sampling, denoising and compression of matrices by coherent matrix organization
• Fast discrete Fourier transform on generalized sparse grids
• Title not available (Why is that?)
• Randomized Kaczmarz solver for noisy linear systems
• Computation with wavelets in higher dimensions

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