Sampling based approximation of linear functionals in reproducing kernel Hilbert spaces
From MaRDI portal
Abstract: In this paper we analyze a greedy procedure to approximate a linear functional defined in a Reproducing Kernel Hilbert Space by nodal values. This procedure computes a quadrature rule which can be applied to general functionals, including integration functionals. For a large class of functionals, we prove convergence results for the approximation by means of uniform and greedy points which generalize in various ways several known results. A perturbation analysis of the weights and node computation is also discussed. Beyond the theoretical investigations, we demonstrate numerically that our algorithm is effective in treating various integration densities, and that it is even very competitive when compared to existing methods for Uncertainty Quantification.
Recommendations
- Greedy sparse linear approximations of functionals from nodal data
- QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach
- Effective methods for obtaining good points for quadrature in reproducing kernel Hilbert spaces
- scientific article; zbMATH DE number 5286769
- Integration in reproducing kernel Hilbert spaces of Gaussian kernels
Cites work
- scientific article; zbMATH DE number 6827443 (Why is no real title available?)
- scientific article; zbMATH DE number 749518 (Why is no real title available?)
- scientific article; zbMATH DE number 2115103 (Why is no real title available?)
- A Newton basis for kernel spaces
- A novel class of stabilized greedy kernel approximation algorithms: convergence, stability and uniform point distribution
- Approximation and learning by greedy algorithms
- Approximation theory and algorithms for data analysis
- Bases for kernel-based spaces
- Bayes-Hermite quadrature
- Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario
- Convergence analysis of deterministic kernel-based quadrature rules in misspecified settings
- Convergence rate of the data-independent \(P\)-greedy algorithm in kernel-based approximation
- Convergence rates for greedy algorithms in reduced basis methods
- Deterministic and stochastic error bounds in numerical analysis
- Discontinuous Galerkin reduced basis empirical quadrature procedure for model reduction of parametrized nonlinear conservation laws
- Gaussian measure in Hilbert space and applications in numerical analysis
- Greedy approximation
- Greedy sparse linear approximations of functionals from nodal data
- Improved error bounds for scattered data interpolation by radial basis functions
- Kernel-based approximation methods using MATLAB
- Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions
- Mercer's theorem on general domains: on the interaction between measures, kernels, and RKHSs
- Meshfree approximation methods with Matlab. With CD-ROM.
- Numerical cubature on scattered data by radial basis functions
- Parametric integration by magic point empirical interpolation
- Probabilistic integration: a role in statistical computation?
- Sampling inequalities for infinitely smooth functions, with applications to interpolation and machine learning
- Scattered Data Approximation
- Scattered data interpolation on embedded submanifolds with restricted positive definite kernels: Sobolev error estimates
- Sobolev bounds on functions with scattered zeros, with applications to radial basis function surface fitting
- Some remarks on greedy algorithms
- Superconvergence of kernel-based interpolation
- Tractability of multivariate problems. Volume I: Linear information
- Two-step greedy algorithm for reduced order quadratures
Cited in
(14)- Performance analysis of greedy algorithms for minimising a maximum mean discrepancy
- Greedy trial subspace selection in meshfree time-stepping scheme with applications in coupled bulk-surface pattern formations
- Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification
- On planar sampling with Gaussian kernel in spaces of bandlimited functions
- Gaussian active learning on multi-resolution arbitrary polynomial chaos emulator: concept for bias correction, assessment of surrogate reliability and its application to the carbon dioxide benchmark
- Approximation by max-product sampling operators based on sinc-type kernels
- scientific article; zbMATH DE number 957471 (Why is no real title available?)
- Greedy sparse linear approximations of functionals from nodal data
- Topology-guided sampling of nonhomogeneous random processes
- On the Approximation of $L_{2}$ Inner Products From Sampled Data
- Solutions of differential equations using fractal multiquadric RBF networks
- A novel class of stabilized greedy kernel approximation algorithms: convergence, stability and uniform point distribution
- Analysis of target data-dependent greedy kernel algorithms: convergence rates for \(f\)-, \(f \cdot P\)- and \(f/P\)-greedy
- Sampling and quasi-optimal approximation for signals in a reproducing kernel space of homogeneous type
This page was built for publication: Sampling based approximation of linear functionals in reproducing kernel Hilbert spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2114113)
