Gridge Approximation and Radon Compass

Abstract

Gridge approximation compiles greedy algorithms and ridge approximation. It is a class of algorithmic constructions of ridge functions - finite linear combinations of planar waves. The goal is to approximate a given target which is a multivariate function. On each step, a new planar wave is added to the preceeding linear combination. This wave is selected greedily, i.e. optimally with regard to both the direction of propagation and the profile. In Mathematical Statistics, gridge approximation is known as projection pursuit regression. We consider gridge approximation in weighted Hilbert functional spaces on d-dimensional Euclidean space.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 2000
Accession Number
ADA638384

Entities

People

  • K. I. Oskolkov
  • V. E. Maiorov
  • V. N. Temlyakov

Organizations

  • University of South Carolina

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Fields of Study

  • Mathematics

Readers

  • Graph Algorithms and Convex Optimization.
  • Statistical inference.
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  • Space