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Recovery of functions of many variables via compressive sensing

Presented by: 
Holger Rauhut RWTH Aachen University
Date: 
Wednesday 20th February 2019 - 09:00 to 09:35
Venue: 
INI Seminar Room 1
Abstract: 
The talk will report on the use of compressive sensing for the recovery of functions of many variables from sample values. We will cover trigonometric expansions as well as expansions in tensorized orthogonal polynomial systems and provide convergence rates in terms of the number of samples which avoid the curse of dimensionality. The technique can be used for the numerical solution of parametric operator equations.
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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons