Seminar in Numerical Analysis: Philipp Trunschke (University of Nantes)

Using weights for fun and profit: Weighted sparse and low-rank approximation

Many functions of interest exhibit weighted summability of their coefficients with respect to some dictionary of basis functions. This summability enables efficient sparse and low-rank approximation and ensures that the function can be estimated efficiently from samples. This talk presents some fundamental results on the estimation of sparse and low-rank functions, like the weighted Stechkin lemma and the restricted isometry property, and introduces simultaneously sparse and low-rank tensor formats.

For further information about the seminar, please visit this webpage.

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