Geometric weakly admissible meshes, discrete least squares approximations and approximate Fekete points
نویسندگان
چکیده
منابع مشابه
Geometric weakly admissible meshes, discrete least squares approximations and approximate Fekete points
Using the concept of Geometric Weakly Admissible Meshes (see §2 below) together with an algorithm based on the classical QR factorization of matrices, we compute efficient points for discrete multivariate least squares approximation and Lagrange interpolation.
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We present a brief survey on (Weakly) Admissible Meshes and corresponding Discrete Extremal Sets, namely Approximate Fekete Points and Discrete Leja Points. These provide new computational tools for polynomial least squares and interpolation on multidimensional compact sets, with different applications such as numerical cubature, digital filtering, spectral and high-order methods for PDEs.
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Least-squares and kernel-ridge / Gaussian process regression are among the foundational algorithms of statistics and machine learning. Famously, the worst-case cost of exact nonparametric regression grows cubically with the data-set size; but a growing number of approximations have been developed that estimate good solutions at lower cost. These algorithms typically return point estimators, wit...
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We discuss and compare two greedy algorithms, that compute discrete versions of Fekete-like points for multivariate compact sets by basic tools of numerical linear algebra. The first gives the so-called “Approximate Fekete Points” by QR factorization with column pivoting of Vandermonde-like matrices. The second computes Discrete Leja Points by LU factorization with row pivoting. Moreover, we st...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 2011
ISSN: 0025-5718,1088-6842
DOI: 10.1090/s0025-5718-2011-02442-7