Nonlinear tensor product approximation of functions
This work addresses a fundamental challenge in high-dimensional function approximation, which is incremental as it builds on known bilinear results to less-studied multilinear settings.
The paper tackles the problem of approximating multivariate functions using products of univariate functions, extending from bilinear to multilinear cases for dimensions d≥3, and presents results on the best approximation rates in L_p spaces under mixed smoothness assumptions.
We are interested in approximation of a multivariate function $f(x_1,\dots,x_d)$ by linear combinations of products $u^1(x_1)\cdots u^d(x_d)$ of univariate functions $u^i(x_i)$, $i=1,\dots,d$. In the case $d=2$ it is a classical problem of bilinear approximation. In the case of approximation in the $L_2$ space the bilinear approximation problem is closely related to the problem of singular value decomposition (also called Schmidt expansion) of the corresponding integral operator with the kernel $f(x_1,x_2)$. There are known results on the rate of decay of errors of best bilinear approximation in $L_p$ under different smoothness assumptions on $f$. The problem of multilinear approximation (nonlinear tensor product approximation) in the case $d\ge 3$ is more difficult and much less studied than the bilinear approximation problem. We will present results on best multilinear approximation in $L_p$ under mixed smoothness assumption on $f$.