Approximating mixed Hölder functions using random samples

DOI10.1214/19-AAP1471MaRDI QIDQ2286458zbMATH OpenOpenAlexFDO

Authors Nicholas F. Marshall

Publication date 22 January 2020

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

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

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)

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 $c_1>0$.

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Cites work

• scientific article; zbMATH DE number 3321507 (Why is no real title available?)
• A randomized Kaczmarz algorithm with exponential convergence
• Computation with wavelets in higher dimensions
• Fast discrete Fourier transform on generalized sparse grids
• Randomized Kaczmarz solver for noisy linear systems
• Sampling, denoising and compression of matrices by coherent matrix organization
• Sparse grids

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