– A. Cohen (LJLL, UPMC) at Frumam (St Charles) : New thoughts on least-square methods 25 octobre 201310 octobre 2013 adminFrumam Carte non disponible Date/heure Date(s) - 25/10/201314 h 00 min - 15 h 00 min Catégories Pas de Catégories New thoughts on least-square methods By Albert Cohen, Laboratoire Jacques Louis Lions, Paris 6. Least squares methods are of common use when one needs to approximate a function based on its noiseless or noisy observation at n scattered points by a simpler function chosen in an m dimensional space with m less than n. Depending on the context, these points may be randomly drawned according to some distribution, or deterministically selected by the user. In this talk, I shall analyze the stability and approximation properties of least squares method. This analysis involves the relative size of m with respect to n as well as the spatial distribution of the samples. Applications will be given for high dimensional sparse polynomial approximation to parametric-stochastic PDE’s and approximation of acoustic fields by plane waves.