Related papers: Constructive sparse trigonometric approximation an…
The paper gives a constructive method, based on greedy algorithms, that provides for the classes of functions with small mixed smoothness the best possible in the sense of order approximation error for the $m$-term approximation with…
We give a short survey of recent results on sparse-grid linear algorithms of approximate recovery and integration of functions possessing a unweighted or weighted Sobolev mixed smoothness based on their sampled values at a certain finite…
We investigate the approximation of weighted integrals over $\mathbb{R}^d$ for integrands from weighted Sobolev spaces of mixed smoothness. We prove upper and lower bounds of the convergence rate of optimal quadratures with respect to $n$…
In recent years, the use of sparse recovery techniques in the approximation of high-dimensional functions has garnered increasing interest. In this work we present a survey of recent progress in this emerging topic. Our main focus is on the…
Sparse grids based on Lagrange polynomials have become one of the staple methods for approximating functions that are high-dimensional and expensive to evaluate, in the context e.g. of PDE-based parametric design exploration. They are…
It is a survey on recent results in constructive sparse approximation. Three directions are discussed here: (1) Lebesgue-type inequalities for greedy algorithms with respect to a special class of dictionaries, (2) constructive sparse…
We consider the problem of optimizing the sum of a smooth convex function and a non-smooth convex function using proximal-gradient methods, where an error is present in the calculation of the gradient of the smooth term or in the proximity…
In this paper we provide a priori error estimates in standard Sobolev (semi-)norms for approximation in spline spaces of maximal smoothness on arbitrary grids. The error estimates are expressed in terms of a power of the maximal grid…
Consider an $s$-dimensional function being evaluated at $n$ points of a low discrepancy sequence (LDS), where the objective is to approximate the one-dimensional functions that result from integrating out $(s-1)$ variables. Here, the…
We investigate the approximation of generalized Laguerre- or Laplace-weighted integrals over $\mathbb{R}^d_+$ or $\mathbb{R}^d$ of functions from generalized Laguerre- or Laplace-weighted Sobolev spaces of mixed smoothness, respectively. We…
The aim of this paper is to extend the approximate quasi-interpolation on a uniform grid by dilated shifts of a smooth and rapidly decaying function on a uniform grid to scattered data quasi-interpolation. It is shown that high order…
In this paper we present a locally and dimension-adaptive sparse grid method for interpolation and integration of high-dimensional functions with discontinuities. The proposed algorithm combines the strengths of the generalised sparse grid…
Results on two different settings of asymptotic behavior of approximation characteristics of individual functions are presented. First, we discuss the following classical question for sparse approximation. Is it true that for any individual…
We study sparsity in the max-plus algebraic setting. We seek both exact and approximate solutions of the max-plus linear equation with minimum cardinality of support. In the former case, the sparsest solution problem is shown to be…
High-dimensional interpolation problems appear in various applications of uncertainty quantification, stochastic optimization and machine learning. Such problems are computationally expensive and request the use of adaptive grid generation…
In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the physical…
We studied linear weighted sampling algorithms and their optimality for approximate recovery of functions with mixed smoothness on $\mathbb{R}^d$ from a set of $n$ their sampled values. Functions to be recovered are in weighted Sobolev…
Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…
In simulation technology, computationally expensive objective functions are often replaced by cheap surrogates, which can be obtained by interpolation. Full grid interpolation methods suffer from the so-called curse of dimensionality,…
We consider the approximate recovery of multivariate periodic functions from a discrete set of function values taken on a rank-$s$ integration lattice. The main result is the fact that any (non-)linear reconstruction algorithm taking…