Abstract
We investigate -approximation problems in the worst case setting in the weighted Hilbert spaces with weights under parameters and . Several interesting weighted Hilbert spaces appear in this paper. We consider the worst case error of algorithms that use finitely many arbitrary continuous linear functionals. We discuss tractability of -approximation problems for the involved Hilbert spaces, which describes how the information complexity depends on d and . As a consequence we study the strongly polynomial tractability (SPT), polynomial tractability (PT), weak tractability (WT), and -weak tractability (-WT) for all and in terms of the introduced weights under the absolute error criterion or the normalized error criterion.
MSC:
41A81; 47A58; 47B02
1. Introduction
We investigate multivariate approximation problems with large or even huge d. Examples include these problems in statistics (see [1]), computational finance (see [2]) and physics (see [3]). In order to solve these problems we usually consider algorithms using finitely many evaluations of arbitrary continuous linear functionals. We use either the absolute error criterion (ABS) or the normalized error criterion (NOR). For we define the information complexity to be the minimal number of linear functionals which are needed to find an algorithm whose worst case error is at most . The behavior of the information complexity is the major concern when the accuracy of approximation goes to zero and the number d of variables goes to infinity. For small and large d, tractability is aimed at studying how the information complexity behaves as a function of d and , while the exponential convergence-tractability (EC-tractability) is aimed at studying how the information complexity behaves as a function of d and . Recently the study of tractability and EC-tractability in the worst case setting has attracted much interest in analytic Korobov spaces (see [4,5,6,7,8,9,10,11]), weighted Korobov spaces (see [7,8,9,12,13,14]) and weighted Gaussian ANOVA spaces (see [15]).
Weighted multivariate approximation of functions on space are studied in many problems. We are interested in weighted Hilbert spaces of functions in this paper. We present three examples of weighted Hilbert spaces, which are similar but also different. We devote to discussing worst case tractability of -approximation problem
with for all in weighted Hilbert spaces with three weights under positive parameter sequences and . The tractability and EC-tractability of such problem APP in weighted Korobov spaces with parameters and were discussed in [12,13,14,15] and in [16], respectively. Additionally, [15] considered the tractability of the -approximation in several weighted Hilbert spaces for permissible information class consisting of arbitrary continuous linear functionals and consisting of functions evaluations.
In this paper we study SPT, PT, WT and -WT for all and of the above problem APP with parameters
and
for the ABS or the NOR under the information class consisting of arbitrary continuous linear functionals. Especially, although these three weighted Hilbert spaces are different, we get the same compete sufficient and necessary condition for SPT or PT, and the same exponent of SPT by appropriate method.
The paper is organized as follows. In Section 2 we give preliminaries about multivariate approximation problems in Hilbert spaces for information class consisting of arbitrary continuous linear functionals in the worst case setting, and definitions of tractability. In Section 3 we present several examples of weighted Hilbert spaces and study some facts and relations between them. In Section 4 we discuss the tractability properties of -approximation problems in the above weighted Hilbert spaces, then state out main result Theorem 6.
2. Approximation and Tractability in Hilbert Spaces
2.1. Approximation in Hilbert Spaces
Let and be two sequences of Hilbert spaces. Consider a sequence of compact linear operators
for all . We approximation by algorithm of the form
where functions and continuous linear functionals for . The worst case error for the algorithm of the form (1) is defined as
The n-th minimal worst-case error, for , is defined by
where the infimum is taken over all linear algorithms of the form (1). For , we use . We call
the initial error of the problem .
The information complexity for can be studied using either the absolute error criterion (ABS), or the normalized error criterion (NOR). The information complexity for is defined by
where
Here, and .
It is well known, see e.g., refs. [7,17], that the n-th minimal worst case errors and the information complexity depend on the eigenvalues of the continuously linear operator . Let be the eigenpairs of , i.e.,
where the eigenvalues are ordered,
and the eigenvectors are orthonormal,
Then the n-th minimal error is obtained for the algorithm
and
Hence the information complexity is equal to
with and . We focus on the rate of the information complexity when the error threshold tends to 0 and the problem dimension d grows to infinity.
2.2. Tractability
In order to characterize the dependency of the information complexity for the absolute error criterion and the normalized error criterion on the dimension d and the error threshold , we will briefly recall some of the basic tractability and exponential convergence-tractability (EC-tractability) notions.
Let . For , we say S is
- strongly polynomially tractable (SPT) iff there exist non-negative numbers C and p such that for all , ,The exponent of SPT is defined to be the infimum of all p for which the above inequality holds.
- polynomially tractable (PT) iff there exist non-negative numbers C, p and q such that for all , ,
- quasi-polynomially tractable (QPT) iff there exist two constants such that for all ,The exponent of QPT is defined to be the infimum of all t for which the above inequality holds.
- uniformly weakly tractable (UWT) iff for all ,
- weakly tractable (WT) iff
- -weakly tractable (-WT) for fixed positive and iffWe call that S suffers from the curse of dimensionality if there exist positive numbers , , such that for all and infinitely many ,
- Exponential convergence-strongly polynomially tractable (EC-SPT) iff there exist non-negative numbers C and p such that for all , ,The exponent of SPT is defined to be the infimum of all p for which the above inequality holds.
- Exponential convergence-polynomially tractable (EC-PT) iff there exist non-negative numbers C, p and q such that for all , ,
- Exponential convergence-uniformly weakly tractable (EC-UWT) iff for all
- Exponential convergence-weakly tractable (EC-WT) iff
- Exponential convergence--weakly tractable (EC--WT) for fixed positive and iff
Clearly, (1,1)-WT is the same as WT, and EC-(1,1)-WT is the same as EC-WT. Obviously, in the definitions of SPT, PT, QPT, UWT, WT and -WT, if we replace by , we get the definitions of EC-SPT, EC-PT, EC-QPT, EC-UWT, EC-WT and EC--WT, respectively. We also have
and
We can learn more information about tractability of multivariate problems in the volumes [7,8,9] by Novak and Woźniakowski.
Lemma 1
([7] Theorem 5.2). Consider the non-zero problem for compact linear problems defined over Hilbert spaces. Then S is PT for NOR iff there exist and such that
Expecially, S is SPT for NOR iff (3) holds with q = 0. The exponent of SPT is
3. Weighted Hilbert Spaces
Let the space with weight under positive parameter sequences and satisfying
and
be a reproducing kernel Hilbert space. The reproducing kernel function of the space is given by
, where
is a universal weighted function. Here Fourier weight be a summable function, i.e., . We will consider weight later on in some examples.
Then we have
and the corresponding inner product
and
where
and
We note that the kernel is well defined for and for all , since . If and then the space is called unweighted space.
The weights are introduced to model the importance of the functions from the space. The idea can be seen in the reference [18] by Sloan and Woźniakowski. There are various ways to introduce weighted Hilbert spaces. We consider possible choices for Fourier weights on three cases.
3.1. A Korobov Space
Let and satisfy (4) and (5), respectively. We are interesting in the weighted Korobov space defined by Irrgeher and Leobacher (see [19]) with kernel (6) and corresponding inner product (7), where weight with
for and . Note that we have for all .
The space is a reproducing kernel Hilbert space with parameter sequences and .
3.2. A First Variant of the Korobov Space
Let and satisfy (4) and (5), respectively. We consider the reproducing kernel Hilbert space with kernel (6) and corresponding inner product (7) determined by with
for and .
The following lemma gives the upper bound and the lower bound of the weight , which shows that has the same decay rate as the weight of the Korobov space under the same parameter sequences and .
Lemma 2.
For all we have
Proof.
First for all we want to prove
For we have
For we have
We find for all that
Next, for all we need to prove
For we have
For we have
Hence for all we obtain
This finishes the proof. □
3.3. A Second Variant of the Korobov Space
In [20], the reproducing kernel Hilbert space was considered with kernel (6) and corresponding inner product (7). Here was defined as
for and , where
Note that for we have
Indeed, for we have
for we have
and for we have
Lemma 3.
For all we have
Proof.
First for all we want to prove
For we have
For we have
Hence for all we get
and thus by Lemma 2
holds.
Next, for all we need to prove
It follows from (8) that for all we have
This proof is complete. □
Remark 4.
Remark 5.
The weight are used to describe the importance of the different coordinates for the functions from the space . According to (9) we have the weight and the weight have the same decay rate as the weight of the Korobov space . Hence the above reproducing kernel Hilbert spaces , and are different but also similar.
4. -Approximation in Weighted Hilbert Spaces and Main Results
In this section we consider -approximation
with for all in Hilbert spaces with weights . It is well known from [13] that this embedding is compact with . The kernel is well defined for and for all , since by (10)
where is the Riemann zeta function.
In the worst case setting the tractability and EC-tractability of -approximation problems with were investigated in analytic Korobov spaces and weighted Korobov spaces; see [4,5,10,11,12,13,14,16]. Additionally, refs. [12,13,14,16] discussed tractability and EC-tractability in weighted Korobov spaces.
From Section 2.1 the information complexity of depends on the eigenvalues of the operator . Let be the eigenpairs of ,
where the eigenvalues are ordered,
and the eigenvectors are orthonormal,
Obviously, we have (or see [13]). Hence the NOR and the ABS for the problem coincide in the worst case setting. We abbreviate as , i.e.,
It is well known that the eigenvalues of the operator are with ; see, e.g., ([7] p. 215). Hence by (2) we have
Tractability such as SPT, PT, WT, and -WT for , and EC-tractability such as EC-WT and EC--WT for of the above problem with the parameter sequences and satisfying
and
have been solved by [12,14,15] and [16], respectively. The following conditions have been obtained therein:
- For , PT holds iff SPT holds iffand the exponent of SPT is
- For , QPT, UWT and WT are equivalent and hold iffFor ,implies QPT.In those cases the exponent of QPT is 1.3
- For and , -WT holds for all .
- For , EC-WT holds iff
- For and , EC--WT holds iff
We will research the worst case tractability of the problem APP with sequences satisfying (4) and (5).
Theorem 6.
Let the sequences and satisfy (4) and (5). Consider the -approximation APP for the weighted Hilbert spaces , . Then we have the following tractability results:
- (1)
- SPT and PT are equivalent and hold iffThe exponent of SPT is
- (2)
- For , WT holds iff
- (3)
- For , -WT holds.
Proof.
(1) For the problem we have . Assume that APP is PT. From Lemma 1 there exist and such that
It follows from
and (11) that
We conclude that
where we used for all . We further get
i.e.,
Hence we obtain
Note that if APP is SPT, then it is PT. It implies that if APP is SPT, then (14) holds and the exponent
On the other hand, assume that (12) holds. For an arbitrary , there exists an integer such that for all we have
It means that for all
Choosing and noting that , we have
which yields that
From (11) we get
for any and . Due to (15), we further have
for any and . It follows from Lemma 1 that APP is SPT or PT and the exponent . Setting , we obtain
Hence the exponent of SPT is
Set . Assume that . Then we have from (17) that
where in the last inequality, we use for all . We will consider two cases:
- Case : It means that for any there exists a positive integer such thatSetting , we have . This yields WT.
- Case : Then, for every there exists a positive integer such thatNoting thatand setting , we obtainThis implies WT.
On the other hand, it suffices to show that WT yields Assume on the contrary that It yields that for all . It follows that
for all . Then we have
Hence APP suffers from the curse of dimensionality. We cannot have WT.
Example 7.
Examples for SPT, PT, WT and -WT for .
Assume that and for all . We consider the above weighted Hilbert spaces , .
- SPT and PT for .for any and . Choosing , we further get for any andwhich yields that APP is SPT or PT from Lemma 1.
- WT for .Obviously, . By (18) and choosing we havewhich means Hence WT holds.
- -WT with for .From the proof (3) of Lemma 6, we can easily obtain that -WT holds for and .
Remark 8.
Indeed, SPT and PT are not equivalent under some conditions in the worst case setting; see [8] on Page 344.
In this paper we consider the SPT, PT, WT and -WT for all and for worst case -approximation in weighted Hilbert spaces with parameters and . We get the matching necessary and sufficient condition
on SPT or PT for , and the matching necessary and sufficient condition
on WT for . In particular, it is -WT for all and . The weights in weighted Hilbert spaces are very important for multivariate approximation problems, so we plan to further investigate the tractability notions and EC-tractability notions and hope to find out more effective method to solve such problems.
Author Contributions
Conceptualization, H.Y. and J.C.; methodology, H.Y. and J.C.; validation, H.Y.; formal analysis, H.Y.; investigation, J.C.; resources, J.C.; data curation, J.C.; writing—original draft preparation, H.Y.; writing—review and editing, H.Y.; visualization, H.Y.; supervision, H.Y. and J.C.; project administration, H.Y. and J.C. All authors have read and agreed to the published version of the manuscript.
Funding
This research was funded by National Natural Science Foundation of China of found grant number 12001342, Scientific and Technological Innovation Project of Colleges and Universities in Shanxi Province of found grant number 2022L438, Basic Youth Research Found Project of Shanxi Datong University of found grant number 2022Q10, and Doctoral Foundation Project of Shanxi Datong University of found grant number 2019-B-10 and found grant number 2021-B-17.
Data Availability Statement
No new data were created or analyzed in this study. Data sharing is not applicable to this article.
Acknowledgments
The authors would like to thank all those for important and very useful comments on this paper.
Conflicts of Interest
The authors declare no conflict of interest. The funders had no role in the design of the study; in the collection, analyses, or interpretation of data; in the writing of the manuscript; or in the decision to publish the results.
References
- Berlinet, A.; Thomas-Agnan, C. Reproducing Kernel Hilbert Spaces in Probability and Statistics; Springer: New York, NY, USA, 2004. [Google Scholar]
- Traub, J.F.; Werschulz, A.G. Complexity and Information; Cambridge University Press: Cambridge, UK, 1998. [Google Scholar]
- Glimm, J.; Jaffe, A. Quantum Physics; Springer: New York, NY, USA, 1987. [Google Scholar]
- Dick, J.; Kritzer, P.; Pillichshammer, F.; Woźniakowski, H. Approximation of analytic functions in Korobov spaces. J. Complex. 2014, 30, 2–28. [Google Scholar] [CrossRef]
- Irrgeher, C.; Kritzer, P.; Pillichshammer, F.; Woźniakowski, H. Tractability of multivariate approximation defined over Hilbert spaces with exponential weights. J. Approx. Theory 2016, 207, 301–338. [Google Scholar] [CrossRef]
- Liu, Y.; Xu, G. Average case tractability of a multivariate approximation problem. J. Complex 2017, 43, 76–102. [Google Scholar] [CrossRef]
- Novak, E.; Woźniakowski, H. Tractability of Multivariate Problems, Volume I: Linear Information; EMS: Zürich, Switzerland, 2008. [Google Scholar]
- Novak, E.; Woźniakowski, H. Tractability of Multivariate Problems, Volume II: Standard Information for Functionals; EMS: Zürich, Switzerland, 2010. [Google Scholar]
- Novak, E.; Woźniakowski, H. Tractability of Multivariate Problems, Volume III: Standard Information for Operators; EMS: Zürich, Switzerland, 2012. [Google Scholar]
- Wang, H. A note about EC-(s, t)-weak tractability of multivariate approximation with analytic Korobov kernels. J. Complex. 2019, 55, 101412. [Google Scholar] [CrossRef]
- Xu, G. EC-tractability of Lp-approximation in Korobov spaces with exponential weights. J. Approx. Theory 2020, 249, 1–20. [Google Scholar] [CrossRef]
- Eberta, A.; Pillichshammer, F. Tractability of approximation in the weighted Korobov space in the worst-case setting—A complete picture. J. Complex. 2021, 67, 101571. [Google Scholar] [CrossRef]
- Novak, E.; Sloan, I.H.; Woźniakowski, H. Tractability of approximation for weighted Korobov spaces on classical and quantum computers. Found. Comput. Math. 2004, 4, 121–156. [Google Scholar] [CrossRef]
- Wasilkowski, G.W.; Woźniakowski, H. Weighted tensor product algorithms for linear multivariate problems. J. Complex. 1999, 15, 402–447. [Google Scholar] [CrossRef]
- Leobacher, G.; Pillichshammer, F.; Ebert, A. Tractability of L2-approximation and integration in weighted Hermite spaces of finite smoothness. J. Complex. 2023, 78, 101768. [Google Scholar] [CrossRef]
- Chen, J. EC-(t1, t2)-tractability of approximation in weighted Korobov spaces in the worst case setting. J. Complex. 2022, 73, 101680. [Google Scholar] [CrossRef]
- Traub, J.F.; Wasilkowski, G.W.; Woźniakowski, H. Information-Based Complexity; Academic Press: New York, NY, USA, 1988. [Google Scholar]
- Sloan, I.H.; Woźniakowski, H. When are quasi-Monte Carlo algorithms efficient for high-dimensional integrals? J. Complex. 1998, 14, 1–33. [Google Scholar] [CrossRef]
- Irrgeher, C.; Leobacher, G. High-dimensional integration on the Rd, weighted Hermite spaces, and orthogonal transforms. J. Complex. 2015, 31, 174–205. [Google Scholar] [CrossRef]
- Dick, J.; Irrgeher, C.; Leobacher, G.; Pillichshammer, F. On the optimal order of integration in Hermite spaces with finite smoothness. SIAM J. Numer. Anal. 2018, 56, 684–707. [Google Scholar] [CrossRef]
Disclaimer/Publisher’s Note: The statements, opinions and data contained in all publications are solely those of the individual author(s) and contributor(s) and not of MDPI and/or the editor(s). MDPI and/or the editor(s) disclaim responsibility for any injury to people or property resulting from any ideas, methods, instructions or products referred to in the content. |
© 2024 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/).