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arXiv 1503.02352math.NAcs.NAmath.FA
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无限维ℓ¹最小化与从点wise数据进行函数逼近

Infinite-dimensional $\ell^1$ minimization and function approximation from pointwise data

Simon Fraser University(西蒙菲莎大学)

Ben Adcock

AI总结:

本文研究通过ℓ¹最小化技术从有限点样本逼近光滑函数,提出无限维方法,具有无噪声插值、无需先验尾部界及权重正则化优势,并分析了该方法的最坏误差。

摘要:

我们考虑通过ℓ¹最小化技术从有限多个点样本逼近光滑函数的问题。本文第一部分引入了无限维方法,其优势包括:一、在无噪声情况下提供插值逼近;二、不需事先对展开尾部进行界约束,所提出的截断策略与被逼近函数无关,只要函数具有足够正则性;三、允许解释权重在最小化中的关键作用,即正则化问题并消除混叠现象。第二部分我们对这种方法进行了最坏误差分析,提供了一种通用分析该技术的通用方法,适用于任意确定性点集。最后,我们利用该工具证明,使用雅可比多项式进行加权ℓ¹最小化可得到从离散数据逼近光滑一维函数的最佳方法。

英文摘要:

We consider the problem of approximating a smooth function from finitely-many pointwise samples using $\ell^1$ minimization techniques. In the first part of this paper, we introduce an infinite-dimensional approach to this problem. Three advantages of this approach are as follows. First, it provides interpolatory approximations in the absence of noise. Second, it does not require \textit{a priori} bounds on the expansion tail in order to be implemented. In particular, the truncation strategy we introduce as part of this framework is independent of the function being approximated, provided the function has sufficient regularity. Third, it allows one to explain the key role weights play in the minimization; namely, that of regularizing the problem and removing aliasing phenomena. In the second part of this paper we present a worst-case error analysis for this approach. We provide a general recipe for analyzing this technique for arbitrary deterministic sets of points. Finally, we use this tool to show that weighted $\ell^1$ minimization with Jacobi polynomials leads to an optimal method for approximating smooth, one-dimensional functions from scattered data.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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