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research article

Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets

Migliorati, Giovanni  
•
Nobile, Fabio  
2015
Journal of Complexity

We analyze the stability and accuracy of discrete least squares on multivariate polynomial spaces to approximate a given function depending on a multivariate random variable uniformly distributed on a hypercube. The polynomial approximation is calculated starting from pointwise noise-free evaluations of the target function at low-discrepancy point sets. We prove that the discrete least-squares approximation, in a multivariate anisotropic tensor product polynomial space and with evaluations at low-discrepancy point sets, is stable and accurate under the condition that the number of evaluations is proportional to the square of the dimension of the polynomial space, up to logarithmic factors. This result is analogous to those obtained in Cohen et al. (2013), Migliorati et al. (2014), Migliorati (2013) and Chkifa et al. (in press) for discrete least squares with random point sets, however it holds with certainty instead of just with high probability. The result is further generalized to arbitrary polynomial spaces associated with downward closed multi-index sets, but with a more demanding (and probably nonoptimal) proportionality between the number of evaluation points and the dimension of the polynomial space.

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Type
research article
DOI
10.1016/j.jco.2015.02.001
Web of Science ID

WOS:000356124200004

Author(s)
Migliorati, Giovanni  
•
Nobile, Fabio  
Date Issued

2015

Published in
Journal of Complexity
Volume

31

Issue

4

Start page

517

End page

542

Subjects

approximation theory

•

discrete least squares

•

error analysis

•

multivariate polynomial approximation

•

low-discrepancy point set

•

nonparametric regression

Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
CSQI  
RelationURL/DOI

IsNewVersionOf

https://infoscience.epfl.ch/record/263225
Available on Infoscience
February 27, 2015
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/111761
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