Vladimir Temlyakov
Title: Universality and
Lebesgue inequalities in approximation and estimation
Abstract:
The concept of the Kolmogorov width provides a very nice
theoretical way of selecting an optimal approximation method. The major
drawback of this way (from a practical point of view) is
that in order to initialize such a procedure of selection we need to
know a function class F. In
many contemporary practical problems we have no idea which class to
choose in place of F. There
are two ways to overcome the above problem. The first one is to return
(in spirit) to the classical setting that goes back to Chebyshev and
Weierstrass. In this setting we fix a priori a form of an
approximant and look for an approximation method that is
optimal or near optimal for each individual function from X. Also, we specify not only a form
of an approximant but also choose a specific method of approximation
(for instance, the one, which is known to be good in practical
implementations). Now, we have a precise mathematical problem of
studying efficiency of our specific method of approximation. This
setting leads to the Lebesgue inequalities. The second way to overcome
the mentioned above drawback of the method based on the concept of
width consists in weakening an a priori assumption f in F. Instead of looking for an
approximation method that is optimal (near optimal) for a given single
class F we look for an
approximation method that is near optimal for each class from a given
collection F
of classes. Such a method is called universal
for F. We
will discuss a realization of the above two ways in approximation and
in estimation.