Error Estimates for Multivariate Regression on Discretized Function Spaces

DOI10.1137/15M1013973zbMATH Open1403.62058MaRDI QIDQ4976112FDOQ4976112

Authors: Bastian Bohn, Michael Griebel 

Publication date: 27 July 2017

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

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zbMATH Keywords

learning theoryregressionconvergence ratessparse gridsbias-variance problemdiscretized function spaces

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Learning and adaptive systems in artificial intelligence (68T05) Estimation in multivariate analysis (62H12) Multidimensional problems (41A63) Rate of convergence, degree of approximation (41A25)

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Cited In (4)

• Fast hyperbolic wavelet regression meets ANOVA
• Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations
• Worst-case recovery guarantees for least squares approximation using random samples
• A representer theorem for deep kernel learning

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