English
Related papers

Related papers: On the stability and accuracy of least squares app…

200 papers

We consider the problem of reconstructing an unknown bounded function $u$ defined on a domain $X\subset \mathbb{R}^d$ from noiseless or noisy samples of $u$ at $n$ points $(x^i)_{i=1,\dots,n}$. We measure the reconstruction error in a norm…

Numerical Analysis · Mathematics 2016-08-02 Albert Cohen , Giovanni Migliorati

This paper investigates the stability of the least squares approximation $P_m^n$ within the univariate polynomial space of degree $m$, denoted by ${\mathbb P}_m$. The approximation $P_m^n$ entails identifying a polynomial in ${\mathbb P}_m$…

Numerical Analysis · Mathematics 2026-02-17 Zhiqiang Xu , Xinyue Zhang

Given $n$ samples of a function $f\colon D\to\mathbb C$ in random points drawn with respect to a measure $\varrho_S$ we develop theoretical analysis of the $L_2(D, \varrho_T)$-approximation error. For a parituclar choice of $\varrho_S$…

Numerical Analysis · Mathematics 2024-08-29 Felix Bartel

We consider the problem of approximating an unknown function $u\in L^2(D,\rho)$ from its evaluations at given sampling points $x^1,\dots,x^n\in D$, where $D\subset \mathbb{R}^d$ is a general domain and $\rho$ is a probability measure. The…

Numerical Analysis · Mathematics 2018-05-29 Benjamin Arras , Markus Bachmayr , Albert Cohen

In approximation of functions based on point values, least-squares methods provide more stability than interpolation, at the expense of increasing the sampling budget. We show that near-optimal approximation error can nevertheless be…

Numerical Analysis · Mathematics 2024-02-14 Abdellah Chkifa , Matthieu Dolbeault

Given any domain $X\subseteq \mathbb{R}^d$ and a probability measure $\rho$ on $X$, we study the problem of approximating in $L^2(X,\rho)$ a given function $u:X\to\mathbb{R}$, using its noiseless pointwise evaluations at random samples. For…

Numerical Analysis · Mathematics 2019-07-11 Giovanni Migliorati

In this paper, we address the problem of approximating a multivariate function defined on a general domain in $d$ dimensions from sample points. We consider weighted least-squares approximation in an arbitrary finite-dimensional space $P$…

Numerical Analysis · Mathematics 2019-12-17 Ben Adcock , Juan M. Cardenas

We analyze the accuracy of the discrete least-squares approximation of a function $u$ in multivariate polynomial spaces $\mathbb{P}_\Lambda:={\rm span} \{y\mapsto y^\nu \,: \, \nu\in \Lambda\}$ with $\Lambda\subset \mathbb{N}_0^d$ over the…

Numerical Analysis · Mathematics 2016-10-25 Albert Cohen , Giovanni Migliorati , Fabio Nobile

The computation of global radial basis function (RBF) approximations requires the solution of a linear system which, depending on the choice of RBF parameters, may be ill-conditioned. We study the stability and accuracy of approximation…

Numerical Analysis · Mathematics 2022-11-24 Ben Adcock , Daan Huybrechs , Cécile Piret

This paper is concerned with the approximation of a function $u$ in a given approximation space $V_m$ of dimension $m$ from evaluations of the function at $n$ suitably chosen points. The aim is to construct an approximation of $u$ in $V_m$…

Numerical Analysis · Mathematics 2026-01-21 Cécile Haberstich , Anthony Nouy , Guillaume Perrin

This paper explores the incorporation of Tikhonov regularization into the least squares approximation scheme using trigonometric polynomials on the unit circle. This approach encompasses interpolation and hyperinterpolation as specific…

Numerical Analysis · Mathematics 2025-05-26 Congpei An , Mou Cai

We consider the problem of approximating an analytic function on a compact interval from its values at $M+1$ distinct points. When the points are equispaced, a recent result (the so-called impossibility theorem) has shown that the best…

Numerical Analysis · Mathematics 2018-04-09 Ben Adcock , Rodrigo Platte , Alexei Shadrin

This work studies an experimental design problem where {the values of a predictor variable, denoted by $x$}, are to be determined with the goal of estimating a function $m(x)$, which is observed with noise. A linear model is fitted to…

Statistics Theory · Mathematics 2023-05-03 David Azriel

We consider a polynomial reconstruction of smooth functions from their noisy values at discrete nodes on the unit sphere by a variant of the regularized least-squares method of An et al., SIAM J. Numer. Anal. 50 (2012), 1513--1534. As nodes…

Numerical Analysis · Mathematics 2015-01-12 Sergei. V. Pereverzyev , Ian. H. Sloan , Pavlo Tkachenko

We consider the problem of approximating an unknown function from point evaluations. This problem is a crucial subproblem in many modern (nonlinear) approximation schemes. When obtaining these point evaluations is costly, minimising the…

Numerical Analysis · Mathematics 2025-12-03 Philipp Trunschke , Anthony Nouy

The sparse polynomial approximation of continuous functions has emerged as a prominent area of interest in function approximation theory in recent years. A key challenge within this domain is the accurate estimation of approximation errors.…

Numerical Analysis · Mathematics 2025-06-10 Renzhong Feng , Bowen Zhang

Least squares approximation is a technique to find an approximate solution to a system of linear equations that has no exact solution. In a typical setting, one lets $n$ be the number of constraints and $d$ be the number of variables, with…

Data Structures and Algorithms · Computer Science 2010-09-28 Petros Drineas , Michael W. Mahoney , S. Muthukrishnan , Tamas Sarlos

Least-squares approximation is one of the most important methods for recovering an unknown function from data. While in many applications the data is fixed, in many others there is substantial freedom to choose where to sample. In this…

Machine Learning · Statistics 2025-08-11 Ben Adcock

Weighted least squares polynomial approximation uses random samples to determine projections of functions onto spaces of polynomials. It has been shown that, using an optimal distribution of sample locations, the number of samples required…

Numerical Analysis · Mathematics 2017-10-10 Abdul-Lateef Haji-Ali , Fabio Nobile , Raúl Tempone , Sören Wolfers

This paper concerns the approximation of smooth, high-dimensional functions from limited samples using polynomials. This task lies at the heart of many applications in computational science and engineering - notably, some of those arising…

Numerical Analysis · Mathematics 2023-11-07 Ben Adcock , Simone Brugiapaglia
‹ Prev 1 2 3 10 Next ›