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Tino Ullrich

Publications and source records attributed to Tino Ullrich.

At least 19 recordsLinked to original sources

A sharp bound for sampling widths in the uniform norm: kernel $D$-optimal designs and oversampling

For every reproducing kernel Hilbert space $\mathcal{H}_K$ with bounded kernel $K$, we prove that the linear sampling widths $g_m^{\text{lin}}$ and Gelfand widths $c_n$ in the uniform norm satisfy $$ g_m^{\text{lin}}(B_{\mathcal H_K})_\infty \leq \frac{m+1}{m-n+1}\, c_n(B_{\mathcal H_K})_\infty\quad , \quad m\ge n. $$ In a certain sense, the leading factor $(m+1)/(m-n+1)$ on the right-hand side is sharp. We transfer the problem into the selection of a maximal volume subset of kernel translates (kernel $D$-optimal design). Apart from basic linear algebra, our proof employs low rank approximation techniques and a version of the Eckart-Young-Mirsky theorem. The same argument gives corresponding bounds for the selection of a reduced basis in Hilbert spaces.

math.FA

Greedy sampling designs via reduced basis methods: optimal recovery in the uniform norm

We study optimal sampling recovery in reproducing kernel Hilbert spaces (RKHS) in the uniform norm. For every RKHS with bounded kernel, we establish new comparisons between linear sampling widths and Gelfand widths that overcome the known square-root gap, without requiring a measure or a Christoffel-type condition. Our bounds rely on nested sampling designs obtained by kernel interpolation at (weak) P-greedy points. Under additional (polynomial) decay assumptions the decay rate of the Gelfand widths directly transfers to the sampling widths. With either a logarithmic oversampling or passing to the square root of the Gelfand widths we obtain a direct comparison (requiring no decay assumption) between them. This is particularly effective for super-polynomial decay, such as in Paley-Wiener spaces. Our results follow from representations of both widths in terms of kernel translates and yield, in the opposite direction, a new existence result for a sharp reduced basis selection. Numerical experiments for Legendre, mixed-Sobolev, and Paley-Wiener kernels illustrate our findings.

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].

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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.

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Sampling recovery in $L_2$ and other norms

We study the recovery of functions in various norms, including $L_p$ with $1\le p\le\infty$, based on function evaluations. We obtain worst case error bounds for general classes of functions in terms of the best $L_2$-approximation from a given nested sequence of subspaces and the Christoffel function of these subspaces. In the case $p=\infty$, our results imply that linear sampling algorithms are optimal up to a constant factor for many reproducing kernel Hilbert spaces.

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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

Beyond Tchakaloff Quadrature: Positive Functionals, Frames and Widths

Tchakaloff's theorem from 1957 asserts the existence of exact quadrature rules with non-negative weights for any polynomial space of finite degree on $\mathbb{R}^d$ if the underlying measure is positive, compactly supported, and absolutely continuous with respect to the Lebesgue measure. This classical result coined the term Tchakaloff quadrature for quadrature that is exact and only uses non-negative weights. It has been a long-standing endeavor, under which conditions such rules exist. A final answer was given in 2012 by Bisgaard with the insight that, in fact, every finite-dimensional space of integrable functions on a positive measure space admits them. In this article we recall this result and provide a major extension to the question of positive discretizability of $\mathbb{C}$-linear functionals on finite-dimensional spaces. We introduce the notion of strict $S$-positivity for such functionals, where $S$ are subsets of the functional's domain, and show the equivalence of positive discretizability to being strictly $S$-positive for a suitable choice of $S$. We further investigate consequences for other discretization problems. One fundamental implication is the guaranteed existence of $L_p$-Marcinkiewicz-Zygmund equalities in finite-dimensional spaces of $p$-integrable functions in case that $p$ is an even integer, another the exact discretizability of any frame in $\mathbb{K}^n$, where $\mathbb{K}\in\{\mathbb{R},\mathbb{C}\}$, if a rescaling of the frame elements is allowed. In addition, we provide bounds for Tchakaloff quadrature widths $κ_n^+$ and, addressing the question of constructibility of discretization points, establish a connection to $D$-optimal design.

math.FA

Sampling projections in the uniform norm

We show that there are sampling projections on arbitrary $n$-dimensional subspaces of $B(D)$ with at most $2n$ samples and norm of order $\sqrt{n}$, where $B(D)$ is the space of complex-valued bounded functions on a set $D$. This gives a more explicit form of the Kadets-Snobar theorem for the uniform norm and improves upon Auerbach's lemma. We discuss consequences for optimal recovery in $L_p$.

math.FA

Tent transformed order $2$ nets and quasi-Monte Carlo rules with quadratic error decay

We investigate the use of order $2$ digital nets for quasi-Monte Carlo quadrature of nonperiodic functions with bounded mixed second derivative over the cube. By using the so-called tent transform and its mapping properties we inherit error bounds from the periodic setting. Our analysis is based on decay properties of the multivariate Faber-Schauder coefficients of functions with bounded mixed second weak derivatives. As already observed by Hinrichs, Markhasin, Oettershagen, T. Ullrich (Numerische Mathematik 2016), order $2$ nets work particularly well on tensorized (periodic) Faber splines. From this we obtain a quadratic decay rate for tent transformed order $2$ nets also in the nonperiodic setting. This improves the formerly best known bound for this class of point sets by a factor of $\log N$. We back up our findings with numerical experiments, even suggesting that the bounds for order $2$ nets can be improved even further. This particularly indicates that point sets of lower complexity (compared to previously considered constructions) may already give (near) optimal error decay rates for quadrature of functions with second order mixed smoothness.

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Besov regularity of multivariate non-periodic functions in terms of half-period cosine coefficients and consequences for recovery and numerical integration

In the setting of $d$-variate periodic functions, often modelled as functions on the torus $\mathbb{T}^d\cong[0,1]^d$, the classical tensorized Fourier system is the system of choice for many applications. Turning to non-periodic functions on $[0,1]^d$ the Fourier system is not as well-suited as exemplified by the Gibbs phenomenon at the boundary. Other systems have therefore been considered for this setting. One example is the half-period cosine system, which occurs naturally as the eigenfunctions of the Laplace operator under homogeneous Neumann boundary conditions. We introduce and analyze associated function spaces, $S^{r}_{p,q}B_{\mathrm{hpc}}([0,1]^d)$, of dominating mixed Besov-type generalizing earlier concepts in this direction. As a main result, we show that there is a natural parameter range, where $S^{r}_{p,q}B_{\mathrm{hpc}}([0,1]^d)$ coincides with the classical Besov space of dominating mixed smoothness $S^{r}_{p,q}B([0,1]^d)$. This finding has direct implications for different functional analytic tasks in $S^{r}_{p,q}B([0,1]^d)$. It allows to systematically transfer methods, originally taylored to the periodic domain, to the non-periodic setup. To illustrate this, we investigate half-period cosine approximation, sampling reconstruction, and tent-transformed cubature. Concerning cubature, for instance, we are able to reproduce the optimal convergence rate $n^{-r}(\log n)^{(d-1)(1-1/q)}$ for tent-transformed digital nets in the range $1\le p,q\le\infty$, $\tfrac{1}{p}<r<2$, where $n$ is the number of samples. In our main proof we rely on Chui-Wang discretization of the dominating mixed Besov space $S^{r}_{p,q}B(\mathbb{R}^d)$, which we provide for the first time for the multivariate domain.

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Exact discretization, tight frames and recovery via D-optimal designs

$D$-optimal designs originate in statistics literature as an approach for optimal experimental designs. In numerical analysis points and weights resulting from maximal determinants turned out to be useful for quadrature and interpolation. Also recently, two of the present authors and coauthors investigated a connection to the discretization problem for the uniform norm. Here we use this approach of maximizing the determinant of a certain Gramian matrix with respect to points and weights for the construction of tight frames and exact Marcinkiewicz-Zygmund inequalities in $L_2$. We present a direct and constructive approach resulting in a discrete measure with at most $N \leq n^2+1$ atoms, which discretely and accurately subsamples the $L_2$-norm of complex-valued functions contained in a given $n$-dimensional subspace. This approach can as well be used for the reconstruction of functions from general RKHS in $L_2$ where one only has access to the most important eigenfunctions. We verifiably and deterministically construct points and weights for a weighted least squares recovery procedure and pay in the rate of convergence compared to earlier optimal, however probabilistic approaches. The general results apply to the $d$-sphere or multivariate trigonometric polynomials on $\mathbb{T}^d$ spectrally supported on arbitrary finite index sets~$I \subset \mathbb{Z}^d$. They can be discretized using at most $|I|^2-|I|+1$ points and weights. Numerical experiments indicate the sharpness of this result. As a negative result we prove that, in general, it is not possible to control the number of points in a reconstructing lattice rule only in the cardinality $|I|$ without additional condition on the structure of $I$. We support our findings with numerical experiments.

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Sampling numbers of smoothness classes via $\ell^1$-minimization

Using techniques developed recently in the field of compressed sensing we prove new upper bounds for general (nonlinear) sampling numbers of (quasi-)Banach smoothness spaces in $L^2$. In particular, we show that in relevant cases such as mixed and isotropic weighted Wiener classes or Sobolev spaces with mixed smoothness, sampling numbers in $L^2$ can be upper bounded by best $n$-term trigonometric widths in $L^\infty$. We describe a recovery procedure from $m$ function values based on $\ell^1$-minimization (basis pursuit denoising). With this method, a significant gain in the rate of convergence compared to recently developed linear recovery methods is achieved. In this deterministic worst-case setting we see an additional speed-up of $m^{-1/2}$ (up to log factors) compared to linear methods in case of weighted Wiener spaces. For their quasi-Banach counterparts even arbitrary polynomial speed-up is possible. Surprisingly, our approach allows to recover mixed smoothness Sobolev functions belonging to $S^r_pW(\mathbb{T}^d)$ on the $d$-torus with a logarithmically better rate of convergence than any linear method can achieve when $1 < p < 2$ and $d$ is large. This effect is not present for isotropic Sobolev spaces.

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Efficient recovery of non-periodic multivariate functions from few scattered samples

It has been observed by several authors that well-known periodization strategies like tent or Chebychev transforms lead to remarkable results for the recovery of multivariate functions from few samples. So far, theoretical guarantees are missing. The goal of this paper is twofold. On the one hand, we give such guarantees and briefly describe the difficulties of the involved proof. On the other hand, we combine these periodization strategies with recent novel constructive methods for the efficient subsampling of finite frames in $\mathbb{C}$. As a result we are able to reconstruct non-periodic multivariate functions from very few samples. The used sampling nodes are the result of a two-step procedure. Firstly, a random draw with respect to the Chebychev measure provides an initial node set. A further sparsification technique selects a significantly smaller subset of these nodes with equal approximation properties. This set of sampling nodes scales linearly in the dimension of the subspace on which we project and works universally for the whole class of functions. The method is based on principles developed by Batson, Spielman, and Srivastava and can be numerically implemented. Samples on these nodes are then used in a (plain) least-squares sampling recovery step on a suitable hyperbolic cross subspace of functions resulting in a near-optimal behavior of the sampling error. Numerical experiments indicate the applicability of our results.

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On the reconstruction of functions from values at subsampled quadrature points

This paper is concerned with function reconstruction from samples. The sampling points used in several approaches are (1) structured points connected with fast algorithms or (2) unstructured points coming from, e.g., an initial random draw to achieve an improved information complexity. We connect both approaches and propose a subsampling of structured points in an offline step. In particular, we start with structured quadrature points (QMC), which provide stable $L_2$ reconstruction properties. The subsampling procedure consists of a computationally inexpensive random step followed by a deterministic procedure to further reduce the number of points while keeping its information. In these points functions (belonging to a RKHS of bounded functions) will be sampled and reconstructed from whilst achieving state of the art error decay. Our method is dimension-independent and is applicable as soon as we know some initial quadrature points. We apply our general findings on the $d$-dimensional torus to subsample rank-1 lattices, where it is known that full rank-1 lattices lose half the optimal order of convergence (expressed in terms of the size of the lattice). In contrast to that, our subsampled version regains the optimal rate since many of the lattice points are not needed. Moreover, we utilize fast and memory efficient Fourier algorithms in order to compute the approximation. Numerical experiments in several dimensions support our findings.

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Haar frame characterizations of Besov-Sobolev spaces and optimal embeddings into their dyadic counterparts

We study the behavior of Haar coefficients in Besov and Triebel-Lizorkin spaces on $\mathbb{R}$, for a parameter range in which the Haar system is not an unconditional basis. First, we obtain a range of parameters, extending up to smoothness $s<1$, in which the spaces $F^s_{p,q}$ and $B^s_{p,q}$ are characterized in terms of doubly oversampled Haar coefficients (Haar frames). Secondly, in the case that $1/p<s<1$ and $f\in B^s_{p,q}$, we actually prove that the usual Haar coefficient norm, $\|\{2^j\langle f, h_{j,μ}\rangle\}_{j,μ}\|_{b^s_{p,q}}$ remains equivalent to $\|f\|_{B^s_{p,q}}$, i.e., the classical Besov space is a closed subset of its dyadic counterpart. At the endpoint case $s=1$ and $q=\infty$, we show that such an expression gives an equivalent norm for the Sobolev space $W^{1}_p(\mathbb{R})$, $1<p<\infty$, which is related to a classical result by Bočkarev. Finally, in several endpoint cases we clarify the relation between dyadic and standard Besov and Triebel-Lizorkin spaces.

math.FA

Marcinkiewicz--Zygmund inequalities for scattered and random data on the $q$-sphere

The recovery of multivariate functions and estimating their integrals from finitely many samples is one of the central tasks in modern approximation theory. Marcinkiewicz--Zygmund inequalities provide answers to both the recovery and the quadrature aspect. In this paper, we put ourselves on the $q$-dimensional sphere $\mathbb{S}^q$, and investigate how well continuous $L_p$-norms of polynomials $f$ of maximum degree $n$ on the sphere $\mathbb{S}^q$ can be discretized by positively weighted $L_p$-sum of finitely many samples, and discuss the relationship between the offset between the continuous and discrete quantities, the number and distribution of the (deterministic or randomly chosen) sample points $ξ_1,\ldots,ξ_N$ on $\mathbb{S}^q$, the dimension $q$, and the polynomial degree $n$.

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A sufficient condition for Haar multipliers in Triebel-Lizorkin spaces

We consider Haar multiplier operators $T_m$ acting on Sobolev spaces, and more generally Triebel-Lizorkin spaces $F^s_{p,q}(\mathbb{R})$, for indices in which the Haar system is not unconditional. When $m$ depends only on the Haar frequency, we give a sufficient condition for the boundedness of $T_m$ in $F^s_{p,q}$, in terms of the variation norms $\|m\|_{V_u}$, which is optimal in $u$ (up to endpoints) when $p, q> 1$.

math.CA

Constructive subsampling of finite frames with applications in optimal function recovery

In this paper we present new constructive methods, random and deterministic, for the efficient subsampling of finite frames in $\mathbb C^m$. Based on a suitable random subsampling strategy, we are able to extract from any given frame with bounds $0<A\le B<\infty$ (and condition $B/A$) a similarly conditioned reweighted subframe consisting of merely $\mathcal{O}(m\log m)$ elements. Further, utilizing a deterministic subsampling method based on principles developed by Batson, Spielman, and Srivastava to control the spectrum of sums of Hermitian rank-1 matrices, we are able to reduce the number of elements to $\mathcal{O}(m)$ (with a constant close to one). By controlling the weights via a preconditioning step, we can, in addition, preserve the lower frame bound in the unweighted case. This permits the derivation of new quasi-optimal unweighted (left) Marcinkiewicz-Zygmund inequalities for $L_2(D,ν)$ with constructible node sets of size $\mathcal{O}(m)$ for $m$-dimensional subspaces of bounded functions. Those can be applied e.g. for (plain) least-squares sampling reconstruction of functions, where we obtain new quasi-optimal results avoiding the Kadison-Singer theorem. Numerical experiments indicate the applicability of our results.

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