Systems | Information | Learning | Optimization

Optimal Recovery under Approximability Models, with Applications

For functions acquired through point evaluations, is there an optimal way to estimate a quantity of interest or even to approximate the functions in full? We give an affirmative answer to this question under the novel assumption that the functions belong to a model set defined by approximation capabilities. In fact, we produce implementable linear algorithms that are optimal in the worst-case setting. We present applications of the abstract theory in atmospheric science and in system identification.
January 23 @ 12:30
12:30 pm (1h)

Discovery Building, Orchard View Room

Simon Foucart

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