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Concentration inequality
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Classroom Contents
Optimal Sampling in Weighted Least-Squares Methods - Application to High-Dimensional Approximation
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- 1 Introduction
- 2 Highdimensional approximation
- 3 Common problems
- 4 Leastsquare method
- 5 General question
- 6 Deterministic counterpart
- 7 Goal
- 8 Key ingredient
- 9 Noise level
- 10 Concentration inequality
- 11 Stability regime
- 12 Highdimensional PDS
- 13 Curse of dimensionality
- 14 Adaptive method
- 15 References
