Least squares approximations of measures via geometric condition numbers
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Publication:3115487
DOI10.1112/S0025579311001720zbMATH Open1236.28001arXiv1008.2041MaRDI QIDQ3115487FDOQ3115487
J. T. Whitehouse, Gilad Lerman
Publication date: 10 February 2012
Published in: Mathematika (Search for Journal in Brave)
Abstract: For a probability measure on a real separable Hilbert space, we are interested in "volume-based" approximations of the d-dimensional least squares error of it, i.e., least squares error with respect to a best fit d-dimensional affine subspace. Such approximations are given by averaging real-valued multivariate functions which are typically scalings of squared (d+1)-volumes of (d+1)-simplices. Specifically, we show that such averages are comparable to the square of the d-dimensional least squares error of that measure, where the comparison depends on a simple quantitative geometric property of it. This result is a higher dimensional generalization of the elementary fact that the double integral of the squared distances between points is proportional to the variance of measure. We relate our work to two recent algorithms, one for clustering affine subspaces and the other for Monte-Carlo SVD based on volume sampling.
Full work available at URL: https://arxiv.org/abs/1008.2041
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Cited In (7)
- High-dimensional Menger-type curvatures. I: Geometric multipoles and multiscale inequalities
- An analyst's traveling salesman theorem for sets of dimension larger than one
- Characterizations of countably \(n\)-rectifiable Radon measures by higher-dimensional Menger curvatures
- The Condition Number of Riemannian Approximation Problems
- Menger curvatures and \(C^{1,\alpha}\) rectifiability of measures
- High-dimensional Menger-type curvatures. II: \(d\)-separation and a menagerie of curvatures
- Least squares and approximate equidistribution in multidimensions
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