Year: 2025
Type: preprint
Abstract: We study the problem of multivariate $L_2$-approximation of functions in a weighted Korobov space using a median lattice-based algorithm recently proposed by the authors. In the original work, the algorithm requires knowledge of the smoothness and weights of the Korobov space to construct the hyperbolic cross index set, where each coefficient is estimated via the median of approximations obtained from randomly shifted, randomly chosen rank-1 lattice rules. In this paper, we introduce a \emph{universal median lattice-based algorithm}, which eliminates the need for any prior information on smoothness and weights. Although the tractability property of the algorithm slightly deteriorates, we prove that, for individual functions in the Korobov space with arbitrary smoothness and (downward-closed) weights, it achieves an $L_2$-approximation error arbitrarily close to the optimal rate with respect to the number of function evaluations. Numerical experiments are conducted to support our theoretical claim.
Source: arXiv (Cornell University)
Authors: Pan, Zexin, Goda, Takashi, Kritzer, Peter
Language: English
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4415336975
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