ترغب بنشر مسار تعليمي؟ اضغط هنا

How anisotropic mixed smoothness affects the decay of singular numbers of Sobolev embeddings

372   0   0.0 ( 0 )
 نشر من قبل Tino Ullrich
 تاريخ النشر 2020
  مجال البحث الهندسة المعلوماتية
والبحث باللغة English




اسأل ChatGPT حول البحث

We continue the research on the asymptotic and preasymptotic decay of singular numbers for tensor product Hilbert-Sobolev type embeddings in high dimensions with special emphasis on the influence of the underlying dimension $d$. The main focus in this paper lies on tensor products involving univariate Sobolev type spaces with different smoothness. We study the embeddings into $L_2$ and $H^1$. In other words, we investigate the worst-case approximation error measured in $L_2$ and $H^1$ when only $n$ linear samples of the function are available. Recent progress in the field shows that accurate bounds on the singular numbers are essential for recovery bounds using only function values. The asymptotic bounds in our setting are known for a long time. In this paper we contribute the correct asymptotic constant and explicit bounds in the preasymptotic range for $n$. We complement and improve on several results in the literature. In addition, we refine the error bounds coming from the setting where the smoothness vector is moderately increasing, which has been already studied by Papageorgiou and Wo{z}niakowski.



قيم البحث

اقرأ أيضاً

We prove that a variant of the classical Sobolev space of first-order dominating mixed smoothness is equivalent (under a certain condition) to the unanchored ANOVA space on $mathbb{R}^d$, for $d geq 1$. Both spaces are Hilbert spaces involving weight functions, which determine the behaviour as different variables tend to $pm infty$, and weight parameters, which represent the influence of different subsets of variables. The unanchored ANOVA space on $mathbb{R}^d$ was initially introduced by Nichols & Kuo in 2014 to analyse the error of quasi-Monte Carlo (QMC) approximations for integrals on unbounded domains; whereas the classical Sobolev space of dominating mixed smoothness was used as the setting in a series of papers by Griebel, Kuo & Sloan on the smoothing effect of integration, in an effort to develop a rigorous theory on why QMC methods work so well for certain non-smooth integrands with kinks or jumps coming from option pricing problems. In this same setting, Griewank, Kuo, Leovey & Sloan in 2018 subsequently extended these ideas by developing a practical smoothing by preintegration technique to approximate integrals of such functions with kinks or jumps. We first prove the equivalence in one dimension (itself a non-trivial task), before following a similar, but more complicated, strategy to prove the equivalence for general dimensions. As a consequence of this equivalence, we analyse applying QMC combined with a preintegration step to approximate the fair price of an Asian option, and prove that the error of such an approximation using $N$ points converges at a rate close to $1/N$.
We study the embedding $text{id}: ell_p^b(ell_q^d) to ell_r^b(ell_u^d)$ and prove matching bounds for the entropy numbers $e_k(text{id})$ provided that $0<p<rleq infty$ and $0<qleq uleq infty$. Based on this finding, we establish optimal dimension-fr ee asymptotic rates for the entropy numbers of embeddings of Besov and Triebel-Lizorkin spaces of small dominating mixed smoothness which settles an open question in the literature. Both results rely on a novel covering construction recently found by Edmunds and Netrusov.
We study the embeddings of (homogeneous and inhomogeneous) anisotropic Besov spaces associated to an expansive matrix $A$ into Sobolev spaces, with focus on the influence of $A$ on the embedding behaviour. For a large range of parameters, we derive sharp characterizations of embeddings.
We study minimax density estimation on the product space $mathbb{R}^{d_1}timesmathbb{R}^{d_2}$. We consider $L^p$-risk for probability density functions defined over regularity spaces that allow for different level of smoothness in each of the variab les. Precisely, we study probabilities on Sobolev spaces with dominating mixed-smoothness. We provide the rate of convergence that is optimal even for the classical Sobolev spaces.
In this paper we present results on asymptotic characteristics of multivariate function classes in the uniform norm. Our main interest is the approximation of functions with mixed smoothness parameter not larger than $1/2$. Our focus will be on the b ehavior of the best $m$-term trigonometric approximation as well as the decay of Kolmogorov and entropy numbers in the uniform norm. It turns out that these quantities share a few fundamental abstract properties like their behavior under real interpolation, such that they can be treated simultaneously. We start with proving estimates on finite rank convolution operators with range in a step hyperbolic cross. These results imply bounds for the corresponding function space embeddings by a well-known decomposition technique. The decay of Kolmogorov numbers have direct implications for the problem of sampling recovery in $L_2$ in situations where recent results in the literature are not applicable since the corresponding approximation numbers are not square summable.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا