Journal
CONSTRUCTIVE APPROXIMATION
Volume 54, Issue 2, Pages 295-352Publisher
SPRINGER
DOI: 10.1007/s00365-021-09555-0
Keywords
Least squares approximation; Random sampling; Quadrature; Sampling recovery; Hyperbolic wavelet regression
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Funding
- Deutsche Forschungsgemeinschaft (DFG, German Research Foundation) [380648269]
- DFG [Ul-403/2-1]
- SAB [100378180]
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The paper introduces a least squares approximation method for recovering complex-valued functions from reproducing kernel Hilbert spaces, with worst-case recovery guarantees achieved by controlling all constants involved. It also explores new preasymptotic recovery bounds for hyperbolic Fourier regression and wavelet regression based on least squares. Additionally, it reconsiders the analysis of a cubature method using plain random points, revealing near-optimal worst-case error bounds with high probability and potential competition with quasi-Monte Carlo methods in the literature.
We construct a least squares approximation method for the recovery of complex-valued functions from a reproducing kernel Hilbert space on D C R-d. The nodes are drawn at random for the whole class of functions, and the error is measured in L-2(D, QD). We prove worst-case recovery guarantees by explicitly controlling all the involved constants. This leads to new preasymptotic recovery bounds with high probability for the error of hyperbolic Fourier regression on multivariate data. In addition, we further investigate its counterpart hyperbolic wavelet regression also based on least squares to recover non-periodic functions from random samples. Finally, we reconsider the analysis of a cubature method based on plain random points with optimal weights and reveal near-optimal worst-case error bounds with high probability. It turns out that this simple method can compete with the quasi-Monte Carlo methods in the literature which are based on lattices and digital nets.
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