arXiv · 1903.06594
Monte Carlo wavelets: a randomized approach to frame discretization
Abstract
In this paper we propose and study a family of continuous wavelets on general domains, and a corresponding stochastic discretization that we call Monte Carlo wavelets. First, using tools from the theory of reproducing kernel Hilbert spaces and associated integral operators, we define a family of continuous wavelets by spectral calculus. Then, we propose a stochastic discretization based on Monte Carlo estimates of integral operators. Using concentration of measure results, we establish the convergence of such a discretization and derive convergence rates under natural regularity assumptions.
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Zeljko Kereta, Stefano Vigogna, Valeriya Naumova, Lorenzo Rosasco, Ernesto De Vito. 2019-03-15. Monte Carlo wavelets: a randomized approach to frame discretization. https://arxiv.org/abs/1903.06594
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