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We study d-variate approximation problems in the average case setting with respect to a zero-mean Gaussian measure. Our interest is focused on measures having a structure of non-homogeneous linear tensor product, where covariance kernel is…

Probability · Mathematics 2012-12-04 M. A. Lifshits , A. Papageorgiou , H. Woźniakowski

We study multivariate approximation in the average case setting with the error measured in the weighted $L_2$ norm. We consider algorithms that use standard information $\Lambda^{\rm std}$ consisting of function values or general linear…

Numerical Analysis · Mathematics 2021-01-14 Wanting Lu , Heping Wang

We study the approximation of compact linear operators defined over certain weighted tensor product Hilbert spaces. The information complexity is defined as the minimal number of arbitrary linear functionals which is needed to obtain an…

Numerical Analysis · Mathematics 2020-02-03 Peter Kritzer , Friedrich Pillichshammer , Henryk Woźniakowski

We study the $L_{\infty}$-approximation of $d$-variate functions from Hilbert spaces via linear functionals as information. It is a common phenomenon in tractability studies that unweighted problems (with each dimension being equally…

Numerical Analysis · Mathematics 2017-12-12 Robert J. Kunsch

This article studies the problem of approximating functions belonging to a Hilbert space $H_d$ with an isotropic or anisotropic Gaussian reproducing kernel, $$ K_d(\bx,\bt) = \exp\left(-\sum_{\ell=1}^d\gamma_\ell^2(x_\ell-t_\ell)^2\right) \…

Numerical Analysis · Mathematics 2015-01-16 Gregory E. Fasshauer , Fred J. Hickernell , Henryk Woźniakowski

We consider approximation problems for a special space of d variate functions. We show that the problems have small number of active variables, as it has been postulated in the past using concentration of measure arguments. We also show…

Numerical Analysis · Mathematics 2012-01-25 Markus Hegland , Greg W. Wasilkowski

We study multivariate approximation defined over tensor product Hilbert spaces. The domain space is a weighted tensor product Hilbert space with exponential weights which depend on two sequences $\boldsymbol{a}=\{a_j\}_{j\in\mathbb{N}}$ and…

Numerical Analysis · Mathematics 2015-06-26 Christian Irrgeher , Peter Kritzer , Friedrich Pillichshammer , Henryk Wozniakowski

This work provides closed-form solutions and minimum achievable errors for a large class of low-rank approximation problems in Hilbert spaces. The proposed theorem generalizes to the case of bounded linear operators the previous results…

Machine Learning · Statistics 2023-01-09 Patrick Heas , Cedric Herzet

We study the average case complexity of a linear multivariate problem $(\lmp)$ defined on functions of $d$ variables. We consider two classes of information. The first $\lstd$ consists of function values and the second $\lall$ of all…

Numerical Analysis · Mathematics 2025-10-20 Henryk Woźniakowski

Function values are, in some sense, "almost as good" as general linear information for $L_2$-approximation (optimal recovery, data assimilation) of functions from a reproducing kernel Hilbert space. This was recently proved by new upper…

Numerical Analysis · Mathematics 2022-03-23 Aicke Hinrichs , David Krieg , Erich Novak , Jan Vybiral

We study approximation properties of sequences of centered random elements $X_d$, $d\in\mathbb{N}$, with values in separable Hilbert spaces. We focus on sequences of tensor product-type random elements, which have covariance operators of…

Probability · Mathematics 2015-03-10 A. A. Khartov

We study integration and $L_2$-approximation on countable tensor products of function spaces of increasing smoothness. We obtain upper and lower bounds for the minimal errors, which are sharp in many cases including, e.g., Korobov, Walsh,…

Numerical Analysis · Mathematics 2021-09-21 M. Gnewuch , M. Hefter , A. Hinrichs , K. Ritter , G. W. Wasilkowski

This note is devoted to discussing multivariate approximation of continuous functions on $[0,1]^d$ with analytic Korobov kernels in the worst and average case settings. We only consider algorithms that use finitely many evaluations of…

Numerical Analysis · Mathematics 2018-08-07 Heping Wang

We introduce a notion of tractability for ill-posed operator equations in Hilbert space. For such operator equations the asymptotics of the best possible rate of reconstruction in terms of the underlying noise level is known in many cases.…

Numerical Analysis · Mathematics 2024-05-07 Peter Mathé , Bernd Hofmann

We study approximations of compact linear multivariate operators defined over Hilbert spaces. We provide necessary and sufficient conditions on various notions of tractability. These conditions are mainly given in terms of sums of certain…

Numerical Analysis · Mathematics 2018-07-10 Peter Kritzer , Henryk Wozniakowski

It was recently shown in [4] that, for $L_2$-approximation of functions from a Hilbert space, function values are almost as powerful as arbitrary linear information, if the approximation numbers are square-summable. That is, we showed that…

Numerical Analysis · Mathematics 2023-05-15 Mario Ullrich

We study the $L_2$-approximation of functions from a Hilbert space and compare the sampling numbers with the approximation numbers. The sampling number $e_n$ is the minimal worst case error that can be achieved with $n$ function values,…

Numerical Analysis · Mathematics 2024-10-15 David Krieg , Mario Ullrich

We consider linear approximation based on function evaluations in reproducing kernel Hilbert spaces of certain analytic weighted power series kernels and stationary kernels on the interval $[-1,1]$. Both classes contain the popular Gaussian…

Numerical Analysis · Mathematics 2025-10-03 Toni Karvonen , Yuya Suzuki

In the last 20 years a whole hierarchy of notions of tractability was proposed and analyzed by several authors. These notions are used to classify the computational hardness of continuous numerical problems $S=(S_d)_{d\in\mathbb{N}}$ in…

Numerical Analysis · Mathematics 2014-11-14 Paweł Siedlecki , Markus Weimar

Low-rank tensor approximation techniques attempt to mitigate the overwhelming complexity of linear algebra tasks arising from high-dimensional applications. In this work, we study the low-rank approximability of solutions to linear systems…

Numerical Analysis · Mathematics 2016-01-08 Daniel Kressner , André Uschmajew