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- W4300387569 abstract "In recent years, the use of sparse recovery techniques in the approximation of high-dimensional functions has garnered increasing interest. In this work we present a survey of recent progress in this emerging topic. Our main focus is on the computation of polynomial approximations of high-dimensional functions on $d$-dimensional hypercubes. We show that smooth, multivariate functions possess expansions in orthogonal polynomial bases that are not only approximately sparse, but possess a particular type of structured sparsity defined by so-called lower sets. This structure can be exploited via the use of weighted $ell^1$ minimization techniques, and, as we demonstrate, doing so leads to sample complexity estimates that are at most logarithmically dependent on the dimension $d$. Hence the curse of dimensionality - the bane of high-dimensional approximation - is mitigated to a significant extent. We also discuss several practical issues, including unknown noise (due to truncation or numerical error), and highlight a number of open problems and challenges." @default.
- W4300387569 created "2022-10-03" @default.
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- W4300387569 date "2017-03-20" @default.
- W4300387569 modified "2023-10-01" @default.
- W4300387569 title "Compressed sensing approaches for polynomial approximation of high-dimensional functions" @default.
- W4300387569 doi "https://doi.org/10.48550/arxiv.1703.06987" @default.
- W4300387569 hasPublicationYear "2017" @default.
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