Approximating mixed Hölder functions using random samples

Citation
F. Marshall Nicholas, Approximating mixed Hölder functions using random samples, Annals of applied probability , 29(5), 2019, pp. 2988-3005
ISSN journal
10505164
Volume
29
Issue
5
Year of publication
2019
Pages
2988 - 3005
Database
ACNP
SICI code
Abstract
Suppose f:[0,1]2.. is a (c,.) -mixed Hölder function that we sample at l points X1,.,Xl chosen uniformly at random from the unit square. Let the location of these points and the function values f(X1),.,f(Xl) be given. If l.c1nlog2n, then we can compute an approximation f. .f.f..L2=.(n..log3/2n),with probability at least 1.n2.c1, where the implicit constant only depends on the constants c>0 and c1>0.