Sequential function approximation with noisy data

DOI10.1016/j.jcp.2018.05.042zbMath1415.65035OpenAlexW2806624819MaRDI QIDQ2425274

Dongbin Xiu, Kailiang Wu, Yeonjong Shin

Publication date: 26 June 2019

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2018.05.042

zbMATH Keywords

noisy datarandomized algorithmapproximation theory

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Algorithms for approximation of functions (65D15)

Related Items (5)

Stochastic gradient descent for semilinear elliptic equations with uncertainties ⋮ Constructing Least-Squares Polynomial Approximations ⋮ Recovery guarantees for polynomial coefficients from weakly dependent data with outliers ⋮ Numerical aspects for approximating governing equations using data ⋮ Sequential approximation of functions in Sobolev spaces using random samples

Uses Software

• TESTPACK

Cites Work

• Convergence acceleration of Kaczmarz's method
• Acceleration of randomized Kaczmarz method via the Johnson-Lindenstrauss lemma
• Randomized Kaczmarz solver for noisy linear systems
• A randomized Kaczmarz algorithm with exponential convergence
• Almost sure convergence of the Kaczmarz algorithm with random measurements
• Randomized Extended Kaczmarz for Solving Least Squares
• Large-Scale Machine Learning with Stochastic Gradient Descent
• An accelerated randomized Kaczmarz algorithm
• A Randomized Algorithm for Multivariate Function Approximation
• A Randomized Tensor Quadrature Method for High Dimensional Polynomial Approximation
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