Generalised Recombination Interpolation Method (GRIM)

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 r...

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Main Authors: McLeod, AD, Lyons, T
Format: Journal article
Language:English
Published: Cornell University 2022
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author McLeod, AD
Lyons, T
author_facet McLeod, AD
Lyons, T
author_sort McLeod, AD
collection OXFORD
description 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(γ) for some γ>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 γ>0.
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spelling oxford-uuid:c9f18b1a-0999-4858-ba01-42ae6ae30c4d2023-07-07T08:59:48ZGeneralised Recombination Interpolation Method (GRIM)Journal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:c9f18b1a-0999-4858-ba01-42ae6ae30c4dEnglishSymplectic ElementsCornell University2022McLeod, ADLyons, TIn 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(γ) for some γ>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 γ>0.
spellingShingle McLeod, AD
Lyons, T
Generalised Recombination Interpolation Method (GRIM)
title Generalised Recombination Interpolation Method (GRIM)
title_full Generalised Recombination Interpolation Method (GRIM)
title_fullStr Generalised Recombination Interpolation Method (GRIM)
title_full_unstemmed Generalised Recombination Interpolation Method (GRIM)
title_short Generalised Recombination Interpolation Method (GRIM)
title_sort generalised recombination interpolation method grim
work_keys_str_mv AT mcleodad generalisedrecombinationinterpolationmethodgrim
AT lyonst generalisedrecombinationinterpolationmethodgrim