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Moritz Moeller

Publications and source records attributed to Moritz Moeller.

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Best $m$-term trigonometric approximation in weighted Wiener spaces and applications

In this paper we study best \(m\)-term trigonometric approximation in weighted Wiener spaces and its consequences for Besov and Sobolev spaces with bounded mixed derivative/difference. We obtain several sharp asymptotic bounds for weighted Wiener spaces including the quasi-Banach case. It has recently been observed that best \(m\)-term trigonometric widths in the uniform norm together with recovery algorithms stemming from compressed sensing serve to control the optimal sampling recovery error in various relevant spaces of multivariate functions. We use a collection of old and new tools as well as novel findings to extend the recovery bounds to classical multivariate smoothness spaces. It turns out that embeddings into Wiener spaces serve as a powerful tool to improve certain recent bounds.

math.FA

High-dimensional sparse recovery from function samples Decoders, guarantees and instance optimality

We investigate the reconstruction of multivariate functions from samples using sparse recovery techniques. For Square Root Lasso, Orthogonal Matching Pursuit, and Compressive Sampling Matching Pursuit, we demonstrate both theoretically and empirically that they allow us to recover functions from a small number of random samples. In contrast to Basis Pursuit Denoising, the deployed decoders only require a search space $V_J$ spanned by dictionary elements indexed by $J$ and a sparsity parameter $n$ to guarantee an $L_2$-approximation error decaying no worse than a best $n$-term approximation error and the truncation error with respect to the search space $V_J$ and the uniform norm. We show that this happens simultaneously for all admissible functions if the number of samples scales as $n\log^2 n\log |J|$, coming from known bounds for the RIP for matrices built upon bounded orthonormal systems. As a consequence, we obtain bounds for sampling widths in function classes. In addition, we establish lower bounds on the required sample complexity, which show that the log-factor in $\vert J \vert$ is indeed necessary to obtain such {\em instance-optimal} error guarantees. Finally, we conduct several numerical experiments to show that our theoretical bounds are reasonable and compare the discussed decoders in practice.

math.NA

High-dimensional sparse trigonometric approximation in the uniform norm and consequences for sampling recovery

Recent findings by Jahn, T. Ullrich, Voigtlaender [14] relate non-linear sampling numbers for the square norm to quantities involving trigonometric best $m-$term approximation errors in the uniform norm. Here we establish new results for sparse trigonometric approximation with respect to the high-dimensional setting, where the influence of the dimension $d$ has to be controlled. In particular, we focus on best $m-$term trigonometric approximation for (unweighted) Wiener classes in $L_q$ and give precise constants. Our main results are approximation guarantees where the number of terms $m$ scales at most quadratic in the inverse accuracy $1/\varepsilon$. Providing a refined version of the classical Nikol'skij inequality we are able to extrapolate the $L_q$-result to $L_\infty$ while limiting the influence of the dimension to a $\sqrt{d}$-factor and an additonal $\log$-term in the size of the (rectangular) spectrum. This has consequences for the tractable sampling recovery via $\ell_1$-minimization of functions belonging to certain Besov classes with bounded mixed smoothness. This complements polynomial tractability results recently given by Krieg [16].

math.NA

$L_2$-norm sampling discretization and recovery of functions from RKHS with finite trace

In this paper we study $L_2$-norm sampling discretization and sampling recovery of complex-valued functions in RKHS on $D \subset \R^d$ based on random function samples. We only assume the finite trace of the kernel (Hilbert-Schmidt embedding into $L_2$) and provide several concrete estimates with precise constants for the corresponding worst-case errors. In general, our analysis does not need any additional assumptions and also includes the case of non-Mercer kernels and also non-separable RKHS. The fail probability is controlled and decays polynomially in $n$, the number of samples. Under the mild additional assumption of separability we observe improved rates of convergence related to the decay of the singular values. Our main tool is a spectral norm concentration inequality for infinite complex random matrices with independent rows complementing earlier results by Rudelson, Mendelson, Pajor, Oliveira and Rauhut.

math.NA