Correcting for unknown errors in sparse high-dimensional function approximation

DOI10.1007/s00211-019-01051-9zbMath1415.65030arXiv1711.07622OpenAlexW2963183022WikidataQ127937698 ScholiaQ127937698MaRDI QIDQ2424851

Anyi Bao, Ben Adcock, Simone Brugiapaglia

Publication date: 25 June 2019

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.07622

Mathematics Subject Classification ID

Approximation by polynomials (41A10) Algorithms for approximation of functions (65D15) Sampling theory in information and communication theory (94A20)

Related Items (14)

Near-Optimal Sampling Strategies for Multivariate Function Approximation on General Domains ⋮ WARPd: A Linearly Convergent First-Order Primal-Dual Algorithm for Inverse Problems with Approximate Sharpness Conditions ⋮ A novel regularization based on the error function for sparse recovery ⋮ A convergent iterated quasi-interpolation for periodic domain and its applications to surface PDEs ⋮ Unnamed Item ⋮ LASSO Reloaded: A Variational Analysis Perspective with Applications to Compressed Sensing ⋮ Optimal learning ⋮ Do log factors matter? On optimal wavelet approximation and the foundations of compressed sensing ⋮ Towards optimal sampling for learning sparse approximation in high dimensions ⋮ Error Localization of Best $L_{1}$ Polynomial Approximants ⋮ Sparse recovery in bounded Riesz systems with applications to numerical methods for PDEs ⋮ A mixed ℓ₁ regularization approach for sparse simultaneous approximation of parameterized PDEs ⋮ Compressive Hermite interpolation: sparse, high-dimensional approximation from gradient-augmented measurements ⋮ The Gap between Theory and Practice in Function Approximation with Deep Neural Networks

Uses Software

• FreeFem++
• CVX

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Estimation and testing under sparsity. École d'Été de Probabilités de Saint-Flour XLV -- 2015
• Reweighted \(\ell_1\) minimization method for stochastic elliptic differential equations
• A weighted \(\ell_1\)-minimization approach for sparse polynomial chaos expansions
• A mathematical introduction to compressive sensing
• The adaptive Lasso in high-dimensional sparse heteroscedastic models
• High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
• Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations
• Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression
• Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs
• A non-adapted sparse approximation of PDEs with stochastic inputs
• Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
• Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection
• Enhancing sparsity by reweighted \(\ell _{1}\) minimization
• Simultaneous estimation and variable selection in median regression using Lasso-type penalty
• Interpolation via weighted \(\ell_{1}\) minimization
• A survey of cross-validation procedures for model selection
• Solvability problems of bivariate interpolation I
• Infinite-dimensional compressed sensing and function interpolation
• Compressed sensing and matrix completion with constant proportion of corruptions
• Multivariate polynomial interpolation on lower sets
• Pivotal estimation via square-root lasso in nonparametric regression
• Infinite-dimensional \(\ell ^1\) minimization and function approximation from pointwise data
• On multivariate polynomial interpolation
• Correcting Data Corruption Errors for Multivariate Function Approximation
• Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations
• BREAKING THE COHERENCE BARRIER: A NEW THEORY FOR COMPRESSED SENSING
• Exact Recoverability From Dense Corrupted Observations via $\ell _{1}$-Minimization
• Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison
• Graph Implementations for Nonsmooth Convex Programs
• ANALYTIC REGULARITY AND POLYNOMIAL APPROXIMATION OF PARAMETRIC AND STOCHASTIC ELLIPTIC PDE'S
• Square-root lasso: pivotal recovery of sparse signals via conic programming
• Scaled sparse linear regression
• Hierarchical Tensor Approximation of Output Quantities of Parameter-Dependent PDEs
• Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
• Signal Recovery and the Large Sieve
• Selective inference with unknown variance via the square-root lasso
• Polynomial approximation via compressed sensing of high-dimensional functions on lower sets
• Compressed Sensing with Sparse Corruptions: Fault-Tolerant Sparse Collocation Approximations
• Sharp Oracle Inequalities for Square Root Regularization
• Robustness to Unknown Error in Sparse Regularization
• New development in freefem++
• Sparse Polynomial Approximation of High-Dimensional Functions
• Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs
• On the Absence of Uniform Recovery in Many Real-World Applications of Compressed Sensing and the Restricted Isometry Property and Nullspace Property in Levels
• Recovery of Sparsely Corrupted Signals
• Recovering Compressively Sampled Signals Using Partial Support Information
• Dense Error Correction Via $\ell^1$-Minimization
• The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms
• STOCHASTIC COLLOCATION ALGORITHMS USING l1-MINIMIZATION
• Compressed sensing

This page was built for publication: Correcting for unknown errors in sparse high-dimensional function approximation