Generalised Recombination Interpolation Method (GRIM)

Autor: Lyons, Terry, McLeod, Andrew D.
Jazyk: angličtina
Rok vydání: 2023
Předmět:
DOI: 10.48550/arxiv.2205.07495
Popis: In this paper we develop the Generalised Recombination Interpolation Method (GRIM) for finding sparse approximations of functions initially given as linear combinations of some (large) number of simpler functions. GRIM is a hybrid of dynamic growth-based interpolation techniques and thinning-based reduction techniques. We establish that the number of non-zero coefficients in the approximation returned by GRIM is controlled by the concentration of the data. In the case that the functions involved are Lip$(\gamma)$ for some $\gamma > 0$ in the sense of Stein, we obtain improved convergence properties for GRIM. In particular, we prove that the level of data concentration required to guarantee that GRIM finds a good sparse approximation is decreasing with respect to the regularity parameter $\gamma > 0$.
Databáze: OpenAIRE