Universal discretization and sparse sampling recovery
Numerical Analysis
2023-05-17 v2 Information Theory
Numerical Analysis
Classical Analysis and ODEs
Functional Analysis
math.IT
Abstract
Recently, it was discovered that for a given function class the error of best linear recovery in the square norm can be bounded above by the Kolmogorov width of in the uniform norm. That analysis is based on deep results in discretization of the square norm of functions from finite dimensional subspaces. In this paper we show how very recent results on universal discretization of the square norm of functions from a collection of finite dimensional subspaces lead to an inequality between optimal sparse recovery in the square norm and best sparse approximations in the uniform norm with respect to appropriate dictionaries.
Cite
@article{arxiv.2301.05962,
title = {Universal discretization and sparse sampling recovery},
author = {F. Dai and V. Temlyakov},
journal= {arXiv preprint arXiv:2301.05962},
year = {2023}
}
Comments
41 pages