Related papers: On sampling discretization in $L_2$
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
We prove a limit theorem for the the maximal interpoint distance (also called the diameter) for a sample of n i.i.d. points in the unit ball of dimension 2 or more. The exact form of the limit distribution and the required normalisation are…
In this work, we discuss the problem of approximating a multivariate function by discrete least squares projection onto a polynomial space using a specially designed deterministic point set. The independent variables of the function are…
Recent findings by Jahn, T. Ullrich, Voigtlaender [10] relate non-linear sampling numbers for the square norm to quantities involving trigonometric best $m-$term approximation errors in the uniform norm. Here we establish new results for…
We study discretizations of Hamiltonian systems on the probability density manifold equipped with the $L^2$-Wasserstein metric. Based on discrete optimal transport theory, several Hamiltonian systems on graph (lattice) with different…
The article examines Nikolskii and Besov spaces with norms defined using "$L_p$-averaged" mixed moduli of continuity for functions of appropriate orders, instead of mixed moduli of continuity of known orders for certain mixed derivative…
In this paper we study approximation theorems for $L^2$-space on Damek-Ricci spaces. We prove direct Jackson theorem of approximations for the modulus of smoothness defined using spherical mean operator on Damek-Ricci spaces. We also prove…
We study the problem of distinguishing between two symmetric probability distributions over $n$ bits by observing $k$ bits of a sample, subject to the constraint that all $k-1$-wise marginal distributions of the two distributions are…
Let $f$ be an analytic polynomial of degree at most $K-1$. A classical inequality of Bernstein compares the supremum norm of $f$ over the unit circle to its supremum norm over the sampling set of the $K$-th roots of unity. Many extensions…
We consider the problem of approximating a function in general nonlinear subsets of $L^2$ when only a weighted Monte Carlo estimate of the $L^2$-norm can be computed. Of particular interest in this setting is the concept of sample…
We review a finite-sampling exponential bound due to Serfling and discuss related exponential bounds for the hypergeometric distribution. We then discuss how such bounds motivate some new results for two-sample empirical processes. Our…
We introduce a discretization scheme for continuous localized frames using quasi-Monte Carlo integration and discrepancy theory. By generalizing classical concepts, we define a discrepancy measure on the entire phase space $\mathbb{R}^2$…
Let $\Pi_n^d$ denote the space of spherical polynomials of degree at most $n$ on the unit sphere $\mathbb{S}^d\subset \mathbb{R}^{d+1}$ that is equipped with the surface Lebesgue measure $d\sigma$ normalized by $\int_{\mathbb{S}^d} \,…
In this article, we study the limit distribution of the least square estimator, properly normalized, from a regression model in which observations are assumed to be finite ($\alpha N$) and sampled under two different random times. Based on…
We consider in this paper the problem of sampling a high-dimensional probability distribution $\pi$ having a density with respect to the Lebesgue measure on $\mathbb{R}^d$, known up to a normalization constant $x \mapsto \pi(x)=…
The paper deals with the problem of nonparametric estimating the $L_p$--norm, $p\in (1,\infty)$, of a probability density on $R^d$, $d\geq 1$ from independent observations. The unknown density %to be estimated is assumed to belong to a ball…
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 $\varrho_S$…
Inspired by applications in weighted polynomial approximation problems, we study an optimal mass distribution problem. Given a gauge function $h$ and a positive "roof" function $R$ compactly supported in $\mathbb{R}^n$, we are interested in…
We propose a spatial discretization of the fourth-order nonlinear DLSS equation on the circle. Our choice of discretization is motivated by a novel gradient flow formulation with respect to a metric that generalizes martingale transport.…
We prove a new Bernstein type inequality in $L^p$ spaces associated with the tangential derivatives on the boundary of a general compact $C^2$-domain. We give two applications: Marcinkiewicz type inequality for discretization of $L^p$ norm…