Open Access
October 2019 Approximating mixed Hölder functions using random samples
Nicholas F. Marshall
Ann. Appl. Probab. 29(5): 2988-3005 (October 2019). DOI: 10.1214/19-AAP1471

Abstract

Suppose is a -mixed Hölder function that we sample at points chosen uniformly at random from the unit square. Let the location of these points and the function values be given. If , then we can compute an approximation such that with probability at least , where the implicit constant only depends on the constants and .

Citation

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Nicholas F. Marshall. "Approximating mixed Hölder functions using random samples." Ann. Appl. Probab. 29 (5) 2988 - 3005, October 2019. https://doi.org/10.1214/19-AAP1471

Information

Received: 1 October 2018; Published: October 2019
First available in Project Euclid: 18 October 2019

zbMATH: 07155064
MathSciNet: MR4019880
Digital Object Identifier: 10.1214/19-AAP1471

Subjects:
Primary: 26B35
Secondary: 42B35 , 60G42

Keywords: Hölder condition , randomized Kaczmarz , sparse grids

Rights: Copyright © 2019 Institute of Mathematical Statistics

Vol.29 • No. 5 • October 2019
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