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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…

Numerical Analysis · Mathematics 2023-11-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

Given a Hilbert space $\mathcal H$ and a finite measure space $\Omega$, the approximation of a vector-valued function $f: \Omega \to \mathcal H$ by a $k$-dimensional subspace $\mathcal U \subset \mathcal H$ plays an important role in…

Numerical Analysis · Mathematics 2024-08-07 Daniel Kressner , Tingting Ni , André Uschmajew

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…

Numerical Analysis · Mathematics 2021-08-12 Philipp Trunschke

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 recovery of multivariate functions from reproducing kernel Hilbert spaces in the uniform norm. Our main interest is to obtain preasymptotic estimates for the corresponding sampling numbers. We obtain results in terms of the…

Numerical Analysis · Mathematics 2024-10-29 Kateryna Pozharska , Tino Ullrich

In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…

Machine Learning · Statistics 2022-07-18 Junhong Lin , Alessandro Rudi , Lorenzo Rosasco , Volkan Cevher

We consider the problem of learning a linear operator $\theta$ between two Hilbert spaces from empirical observations, which we interpret as least squares regression in infinite dimensions. We show that this goal can be reformulated as an…

Statistics Theory · Mathematics 2024-07-11 Mattes Mollenhauer , Nicole Mücke , T. J. Sullivan

We construct confidence sets for the regression function in nonparametric binary regression with an unknown design density. These confidence sets are adaptive in $L^2$ loss over a continuous class of Sobolev type spaces. Adaptation holds in…

Statistics Theory · Mathematics 2016-08-04 Rajarshi Mukherjee , Subhabrata Sen

We construct a least squares approximation method for the recovery of complex-valued functions from a reproducing kernel Hilbert space on $D \subset \mathbb{R}^d$. The nodes are drawn at random for the whole class of functions and the error…

Numerical Analysis · Mathematics 2021-04-05 Lutz Kämmerer , Tino Ullrich , Toni Volkmer

We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…

Numerical Analysis · Mathematics 2014-03-17 Markus Bachmayr , Wolfgang Dahmen

We use hyperbolic wavelet regression for the fast reconstruction of high-dimensional functions having only low dimensional variable interactions. Compactly supported periodic Chui-Wang wavelets are used for the tensorized hyperbolic wavelet…

Numerical Analysis · Mathematics 2021-08-31 Laura Lippert , Daniel Potts , Tino Ullrich

We show that there are no non-trivial closed subspaces of $L_2(\mathbb{R}^n)$ that are invariant under invertible affine transformations. We apply this result to neural networks showing that any nonzero $L_2(\mathbb{R})$ function is an…

Functional Analysis · Mathematics 2025-04-04 Cornelia Schneider , Samuel Probst

We present a description of the function space and the smoothness class associated with a convolutional network using the machinery of reproducing kernel Hilbert spaces. We show that the mapping associated with a convolutional network…

Machine Learning · Statistics 2020-11-17 Meyer Scetbon , Zaid Harchaoui

We study the approximation of arbitrary distributions $P$ on $d$-dimensional space by distributions with log-concave density. Approximation means minimizing a Kullback--Leibler-type functional. We show that such an approximation exists if…

Statistics Theory · Mathematics 2011-10-17 Lutz Duembgen , Richard Samworth , Dominic Schuhmacher

This paper explores the use of "generated sets" $\{ \{ k \boldsymbol{\zeta} \} : k = 1, \ldots, n \}$ for function approximation in reproducing kernel Hilbert spaces which consist of multi-dimensional functions with an absolutely convergent…

Numerical Analysis · Mathematics 2025-05-02 Ronald Cools , Dirk Nuyens , Laurence Wilkes

Given a set of vectors (the data) in a Hilbert space H, we prove the existence of an optimal collection of subspaces minimizing the sum of the square of the distances between each vector and its closest subspace in the collection. This…

Classical Analysis and ODEs · Mathematics 2008-02-07 Akram Aldroubi , Carlos Cabrelli , Ursula Molter

Rational approximation appears in many contexts throughout science and engineering, playing a central role in linear systems theory, special function approximation, and many others. There are many existing methods for solving the rational…

Numerical Analysis · Mathematics 2018-12-03 Jeffrey M. Hokanson , Caleb C. Magruder

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

We consider best approximation problems in a nonlinear subset $\mathcal{M}$ of a Banach space of functions $(\mathcal{V},\|\bullet\|)$. The norm is assumed to be a generalization of the $L^2$-norm for which only a weighted Monte Carlo…

Numerical Analysis · Mathematics 2021-05-13 Martin Eigel , Reinhold Schneider , Philipp Trunschke

Using techniques developed recently in the field of compressed sensing we prove new upper bounds for general (nonlinear) sampling numbers of (quasi-)Banach smoothness spaces in $L^2$. In particular, we show that in relevant cases such as…

Numerical Analysis · Mathematics 2023-08-02 Thomas Jahn , Tino Ullrich , Felix Voigtlaender