A note on equivalence of anchored and ANOVA spaces; lower bounds

DOI10.1016/J.JCO.2016.06.001zbMATH Open1355.65027arXiv1511.05674OpenAlexW2472463770MaRDI QIDQ346294FDOQ346294

Authors: Peter Kritzer, Friedrich Pillichshammer, Grzegorz W. Wasilkowski 

Publication date: 5 December 2016

Published in: Journal of Complexity (Search for Journal in Brave)

Abstract: We provide lower bounds for the norms of embeddings between $$-weighted Anchored and ANOVA spaces of $s$-variate functions with mixed partial derivatives of order one bounded in $L_p$ norm ($pin[1,infty]$). In particular we show that the norms behave polynomially in $s$ for Finite Order Weights and Finite Diameter Weights if $p>1$, and increase faster than any polynomial in $s$ for Product Order-Dependent Weights and any $p$.

Full work available at URL: https://arxiv.org/abs/1511.05674

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zbMATH Keywords

embeddingsanchored decompositionANOVA decompositionequivalence of normsweighted function spaces

Mathematics Subject Classification ID

Algorithms for approximation of functions (65D15)

Cites Work

• Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• Tractability of multivariate problems. Volume I: Linear information
• On embeddings of weighted tensor product Hilbert spaces
• Tractability of approximation of \(\infty\)-variate functions with bounded mixed partial derivatives
• Very low truncation dimension for high dimensional integration under modest error demand
• Equivalence of anchored and ANOVA spaces via interpolation
• On equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in \(L_1\) or \(L_\infty\)
• Good lattice rules in weighted Korobov spaces with general weights
• Liberating the dimension

Cited In (10)

• Quasi-Monte Carlo and \(\varepsilon\)-truncation dimension in ANOVA spaces
• Embeddings for infinite-dimensional integration and \(L_2\)-approximation with increasing smoothness
• \( \varepsilon \)-superposition and truncation dimensions in average and probabilistic settings for \(\infty \)-variate linear problems
• Embeddings of weighted Hilbert spaces and applications to multivariate and infinite-dimensional integration
• On quasi-Monte Carlo methods in weighted ANOVA spaces
• Equivalence of anchored and ANOVA spaces via interpolation
• Truncation Dimension for Function Approximation
• Effective Dimension of Some Weighted Pre-Sobolev Spaces with Dominating Mixed Partial Derivatives
• Equivalence between Sobolev spaces of first-order dominating mixed smoothness and unanchored ANOVA spaces on ℝ^{𝕕}
• Truncation dimension for linear problems on multivariate function spaces

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