Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points
DOI10.1016/J.JMVA.2015.08.009zbMATH Open1327.41004OpenAlexW1912937467MaRDI QIDQ893175FDOQ893175
Authors: Giovanni Migliorati, F. Nobile, R. Tempone 
Publication date: 13 November 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.08.009
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learning theoryerror analysislarge deviationsapproximation theoryconvergence ratesdiscrete least squaresmultivariate polynomial approximationnoisy evaluations
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- Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets
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- Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs
Cited In (11)
- Convergence rates for a class of estimators based on Stein's method
- Multivariate approximation in downward closed polynomial spaces
- Boosted optimal weighted least-squares
- Stability of discrete empirical interpolation and gappy proper orthogonal decomposition with randomized and deterministic sampling points
- Multilevel weighted least squares polynomial approximation
- Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension
- Optimal weighted least-squares methods
- Convergence bounds for empirical nonlinear least-squares
- Marshall lemma in discrete convex estimation
- Adaptive approximation by optimal weighted least-squares methods
- Convergence of Binomial-Based Derivative Estimation for C 2 Noisy Discretized Curves
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