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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 a function from $L^2$ by an element of a given $m$-dimensional space $V_m$, associated with some feature map $\boldsymbol{\varphi}$, using evaluations of the function at random points $x_1,…

Numerical Analysis · Mathematics 2025-08-01 Anthony Nouy , Bertrand Michel

We show that independent and uniformly distributed sampling points are as good as optimal sampling points for the approximation of functions from the Sobolev space $W_p^s(\Omega)$ on bounded convex domains $\Omega\subset \mathbb{R}^d$ in…

Numerical Analysis · Mathematics 2023-02-02 David Krieg , Mathias Sonnleitner

We consider $L^2$-approximation on weighted reproducing kernel Hilbert spaces of functions depending on infinitely many variables. We focus on unrestricted linear information, admitting evaluations of arbitrary continuous linear…

Numerical Analysis · Mathematics 2026-01-13 Kumar Harsha , Michael Gnewuch , Marcin Wnuk

We study $L_q$-approximation and integration for functions from the Sobolev space $W^s_p(\Omega)$ and compare optimal randomized (Monte Carlo) algorithms with algorithms that can only use iid sample points, uniformly distributed on the…

Numerical Analysis · Mathematics 2021-08-05 David Krieg , Erich Novak , Mathias Sonnleitner

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

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

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

We study the problems of quantum tomography and shadow tomography using measurements performed on individual, identical copies of an unknown $d$-dimensional state. We first revisit a known lower bound due to Haah et al. (2017) on quantum…

Quantum Physics · Physics 2025-06-12 Angus Lowe , Ashwin Nayak

We consider the optimal quantization problem with R\'enyi-$\alpha$-entropy constraints for centered Gaussian measures on a separable Banach space. For $\alpha = \infty$ we can compute the optimal quantization error by a moment on a ball.…

Probability · Mathematics 2013-06-25 Wolfgang Kreitmeier

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

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

Numerical Analysis · Mathematics 2020-10-29 Albert Cohen , Matthieu Dolbeault

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

Most commonly used \emph{adaptive} algorithms for univariate real-valued function approximation and global minimization lack theoretical guarantees. Our new locally adaptive algorithms are guaranteed to provide answers that satisfy a…

Numerical Analysis · Mathematics 2017-08-28 Sou-Cheng T. Choi , Yuhan Ding , Fred J. Hickernell , Xin Tong

This paper studies the expected $L_p$-discrepancy ($2 \leq p < \infty$) for stratified sampling schemes under importance sampling. We introduce a parametric family of equivolume partitions $\Omega_{\theta,\sim}$ and leverage recent exact…

Numerical Analysis · Mathematics 2026-01-09 Xiaoda Xu

We develop a general framework for estimating the $L_\infty(\mathbb{T}^d)$ error for the approximation of multivariate periodic functions belonging to specific reproducing kernel Hilbert spaces (RHKS) using approximants that are…

Numerical Analysis · Mathematics 2019-09-06 Lutz Kämmerer

We propose a simple and effective method for designing approximation formulas for weighted analytic functions. We consider spaces of such functions according to weight functions expressing the decay properties of the functions. Then, we…

Numerical Analysis · Mathematics 2018-08-31 Ken'ichiro Tanaka , Masaaki Sugihara

Polynomial approximation is studied in the Sobolev space $W_p^r(w_{\alpha,\beta})$ that consists of functions whose $r$-th derivatives are in weighted $L^p$ space with the Jacobi weight function $w_{\alpha,\beta}$. This requires…

Classical Analysis and ODEs · Mathematics 2017-11-01 Yuan Xu

We study optimal algorithms in adaptive sampling recovery of smooth functions defined on the unit $d$-cube ${\II}^d:= [0,1]^d$. The recovery error is measured in the quasi-norm $\|\cdot\|_q$ of $L_q := L_q(\II^d)$. For $B$ a subset in…

Functional Analysis · Mathematics 2011-03-01 Dinh Dũng

Several new inequalities for moduli of smoothness and errors of the best approximation of a function and its derivatives in the spaces $L_p$, $0<p<1$, are obtained. For example, it is shown that for any $0<p<1$ and $k,\,r\in \mathbb{N}$ one…

Classical Analysis and ODEs · Mathematics 2016-12-26 Yurii Kolomoitsev
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