Sequential Sampling for Optimal Weighted Least Squares Approximations in Hierarchical Spaces

DOI10.1137/18M1189749zbMath1499.41010arXiv1805.10801OpenAlexW4291519695MaRDI QIDQ5025780

Markus Bachmayr, Benjamin Arras, Albert Cohen

Publication date: 3 February 2022

Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.10801

zbMATH Keywords

random matricessequential samplingweighted least squareshierarchical approximation spacesoptimal sampling measures

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Approximations to statistical distributions (nonasymptotic) (62E17) Approximation by polynomials (41A10) Probabilistic methods, stochastic differential equations (65C99)

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