「最適モデリング」セミナー案内 (8/5)

「最適モデリング」セミナー案内 (8/5)

日時: 2016年8月5日(金) 14:30~15:30
場所: 東京大学工学部 14号館 5階 534

講演者: 中務 佑治 (University of Oxford)
題目: Best L1 Polynomial Approximation

概要:
An important observation in compressed sensing is the exact recovery of
an l0 minimizer to an underdetermined linear system via the l1
minimizer, given the knowledge that a sparse solution vector exists.
Here, we develop a continuous analogue of this observation and show that
the best L1 and L0 polynomial approximants of a corrupted function
(continuous analogue of sparse vectors) are equivalent. We use this to
construct best L1 polynomial approximants of corrupted functions via
linear programming. We also present a numerical algorithm for computing
best L1 polynomial approximants to general continuous functions, and
observe that compared with best L-infinity and L2 polynomial
approximants, the best L1 approximants tend to have error functions that
are more localized.

This is joint work with Alex Townsend (MIT).