Lasso trigonometric polynomial approximation for periodic function recovery in equidistant points

In this paper, we propose a fully discrete soft thresholding trigonometric polynomial approximation on $[-\pi,\pi],$ named Lasso trigonometric interpolation. This approximation is an $\ell_1$-regularized discrete least squares approximation under the same conditions of classical trigonometric interpolation on an equidistant grid. Lasso trigonometric interpolation is sparse and meanwhile it is an efficient tool to deal with noisy data. We theoretically analyze Lasso trigonometric interpolation for continuous periodic function. The principal results show that the $L_2$ error bound of Lasso trigonometric interpolation is less than that of classical trigonometric interpolation, which improved the robustness of trigonometric interpolation. This paper also presents numerical results on Lasso trigonometric interpolation on $[-\pi,\pi]$, with or without the presence of data errors.Comment: 18 pages, 5 figure

Hard thresholding hyperinterpolation over general regions

This paper proposes a novel variant of hyperinterpolation, called hard thresholding hyperinterpolation. This approximation scheme of degree $n$ leverages a hard thresholding operator to filter all hyperinterpolation coefficients which approximate the Fourier coefficients of a continuous function by a quadrature rule with algebraic exactness $2n$. We prove that hard thresholding hyperinterpolation is the unique solution to an $\ell_0$-regularized weighted discrete least squares approximation problem. Hard thresholding hyperinterpolation is not only idempotent and commutative with hyperinterpolation, but also satisfies the Pythagorean theorem. By estimating the reciprocal of the Christoffel function, we demonstrate that the upper bound of the uniform norm of hard thresholding hyperinterpolation operator is not greater than that of hyperinterpolation operator. Hard thresholding hyperinterpolation possesses denoising and basis selection abilities as Lasso hyperinterpolation. To judge the denoising effects of hard thresholding and Lasso hyperinterpolations, this paper yields a criterion that combines the regularization parameter and the product of noise coefficients and signs of hyperinterpolation coefficients. Numerical examples on the spherical triangle and the cube demonstrate the denoising performance of hard thresholding hyperinterpolation.Comment: 19 pages, 7 figure

Bypassing the quadrature exactness assumption of hyperinterpolation on the sphere

This paper focuses on the approximation of continuous functions on the unit sphere by spherical polynomials of degree $n$ via hyperinterpolation. Hyperinterpolation of degree $n$ is a discrete approximation of the $L^2$-orthogonal projection of degree $n$ with its Fourier coefficients evaluated by a positive-weight quadrature rule that exactly integrates all spherical polynomials of degree at most $2n$. This paper aims to bypass this quadrature exactness assumption by replacing it with the Marcinkiewicz--Zygmund property proposed in a previous paper. Consequently, hyperinterpolation can be constructed by a positive-weight quadrature rule (not necessarily with quadrature exactness). This scheme is referred to as unfettered hyperinterpolation. This paper provides a reasonable error estimate for unfettered hyperinterpolation. The error estimate generally consists of two terms: a term representing the error estimate of the original hyperinterpolation of full quadrature exactness and another introduced as compensation for the loss of exactness degrees. A guide to controlling the newly introduced term in practice is provided. In particular, if the quadrature points form a quasi-Monte Carlo (QMC) design, then there is a refined error estimate. Numerical experiments verify the error estimates and the practical guide.Comment: 22 pages, 7 figure

On the quadrature exactness in hyperinterpolation

This paper investigates the role of quadrature exactness in the approximation scheme of hyperinterpolation. Constructing a hyperinterpolant of degree $n$ requires a positive-weight quadrature rule with exactness degree $2n$. We examine the behavior of such approximation when the required exactness degree $2n$ is relaxed to $n+k$ with $0<k\leq n$. Aided by the Marcinkiewicz--Zygmund inequality, we affirm that the $L^2$ norm of the exactness-relaxing hyperinterpolation operator is bounded by a constant independent of $n$, and this approximation scheme is convergent as $n\rightarrow\infty$ if $k$ is positively correlated to $n$. Thus, the family of candidate quadrature rules for constructing hyperinterpolants can be significantly enriched, and the number of quadrature points can be considerably reduced. As a potential cost, this relaxation may slow the convergence rate of hyperinterpolation in terms of the reduced degrees of quadrature exactness. Our theoretical results are asserted by numerical experiments on three of the best-known quadrature rules: the Gauss quadrature, the Clenshaw--Curtis quadrature, and the spherical $t$-designs.Comment: 16 pages, 5 figures, 1 tabl

Hybrid hyperinterpolation over general regions

We present an $\ell^2_2+\ell_1$-regularized discrete least squares approximation over general regions under assumptions of hyperinterpolation, named hybrid hyperinterpolation. Hybrid hyperinterpolation, using a soft thresholding operator as well a filter function to shrink the Fourier coefficients approximated by a high-order quadrature rule of a given continuous function with respect to some orthonormal basis, is a combination of lasso and filtered hyperinterpolations. Hybrid hyperinterpolation inherits features of them to deal with noisy data once the regularization parameters and filter function are chosen well. We not only provide $L_2$ errors in theoretical analysis for hybrid hyperinterpolation to approximate continuous functions with noise and noise-free, but also decompose $L_2$ errors into three exact computed terms with the aid of a prior regularization parameter choices rule. This rule, making fully use of coefficients of hyperinterpolation to choose a regularization parameter, reveals that $L_2$ errors for hybrid hyperinterpolation sharply decline and then slowly increase when the sparsity of coefficients ranges from one to large values. Numerical examples show the enhanced performance of hybrid hyperinterpolation when regularization parameters and noise vary. Theoretical $L_2$ errors bounds are verified in numerical examples on the interval, the unit-disk, the unit-sphere and the unit-cube, the union of disks.Comment: 25 pages, 7 figure