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Reconstruction of a low-rank matrix in the presence of Gaussian noise

โœ Scribed by Shabalin, Andrey A.; Nobel, Andrew B.


Book ID
120440387
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
528 KB
Volume
118
Category
Article
ISSN
0047-259X

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We consider the average case L -approximation of functions from C r ([0, 1]) with respect to the r-fold Wiener measure. An approximation is based on n function evaluations in the presence of Gaussian noise with variance \_ 2 >0. We show that the n th minimal average error is of order n &(2r+1)ร‚(4r+4