Optimal weighted least-squares methods
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Publication:4967355
DOI10.5802/smai-jcm.24zbMath1416.62177arXiv1608.00512OpenAlexW2963103105MaRDI QIDQ4967355
Albert Cohen, Giovanni Migliorati
Publication date: 3 July 2019
Published in: The SMAI journal of computational mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1608.00512
convergence ratespolynomial approximationerror analysismultivariate approximationrandom matricesweighted least squaresconditional sampling
Nonparametric estimation (62G05) Least squares and related methods for stochastic control systems (93E24) Multidimensional problems (41A63) Approximations to statistical distributions (nonasymptotic) (62E17) Approximation by polynomials (41A10) Rate of convergence, degree of approximation (41A25) Algorithms for approximation of functions (65D15)
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