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CATCH: Caratheodory-Tchakaloff Subsampling


A discrete version of Tchakaloff theorem on the existence of positive algebraic cubature formulas, that can be proved by the well-known Caratheodory theorem on conical combinations of finite-dimensional vectors, entails that the information required for multivariate polynomial approximation can be suitably compressed. The framework here is approximating a discrete measure by another one, with the same polynomial moments up to a certain degree, and a (much) smaller support.

Extracting such "Caratheodory-Tchakaloff points" from the support of discrete measures by Linear or Quadratic Programming, we obtain compression of Algebraic Quadrature, QMC integration, Least Squares approximation and Polynomial Meshes on multivariate compact sets and manifolds.

Applications arise, for example, in the construction of efficient sensor networks (geospatial analysis), in optical system design (ray tracing method), and in numerical cubature on polygonal/polyhedral elements for the discretization of PDEs.

Posters

Software

Papers

  1. CaTchDes: Matlab codes for Caratheodory-Tchakaloff Near-Optimal Regression Designs
    draft - Len Bos and M. Vianello
  2. Compressed cubature over polygons with applications to optical design
    draft - B. Bauman (LLNL, USA), A. Sommariva and M. Vianello
  3. Algebraic cubature on polygonal elements with a circular edge
    draft - E. Artioli, A. Sommariva and M. Vianello
  4. Near G-optimal Tchakaloff designs
    draft - L. Bos, F. Piazzon and M. Vianello
    Comput. Statistics, accepted after minor revision
  5. Near optimal polynomial regression on polynomial meshes
    draft - L. Bos, F. Piazzon and M. Vianello
    Sampling Theory and Applications 2019, IEEE Xplore Digital Library, to appear
  6. Tchakaloff polynomial meshes
    preprint - L. Bos and M. Vianello
    Ann. Polon. Math., online 23 July 2019
  7. Quadrature-based polynomial optimization
    preprint - A. Martinez, F. Piazzon, A. Sommariva and M. Vianello
    Optim. Lett., published online 07 March 2019
  8. Near optimal Tchakaloff meshes for compact sets with Markov exponent 2
    preprint - M. Vianello
    Dolomites Res. Notes Approx. DRNA 11 (2018), 92--96 (Special Issue on Norm Levenberg's 60th birthday)
  9. Nearly optimal nested sensors location for polynomial regression on complex geometries
    preprint - A. Sommariva and M. Vianello
    Sampl. Theory Signal Image Process. 17 (2018), 95--101
  10. Caratheodory-Tchakaloff Least Squares
    preprint - F. Piazzon, A. Sommariva and M. Vianello
    Sampling Theory and Applications 2017, IEEE Xplore Digital Library, DOI: 10.1109/SAMPTA.2017.8024337
  11. On the use of compressed polyhedral quadrature formulas in embedded interface methods
    preprint - Y. Sudhakar, A. Sommariva, M. Vianello and W.A. Wall
    SIAM J. Sci. Comput. 39 (2017), B571-B587
  12. Optimal polynomial meshes and Caratheodory-Tchakaloff submeshes on the sphere
    preprint - P. Leopardi, A. Sommariva and M. Vianello
    Dolomites Res. Notes Approx. DRNA 10 (2017), 18--24
  13. Caratheodory-Tchakaloff Subsampling
    F. Piazzon, A. Sommariva and M. Vianello
    Dolomites Res. Notes Approx. DRNA 10 (2017), 5--14
  14. A new quasi-Monte Carlo technique based on nonnegative least-squares and approximate Fekete points
    preprint - L. Bittante, S. De Marchi and G. Elefante
    Numer. Math. Theory Methods Appl. 9 (2016), 609--632
  15. Compressed sampling inequalities by Tchakaloff's theorem
    preprint - M. Vianello
    Math. Inequal. Appl. 19 (2016), 395--400
  16. Polynomial Meshes: Computation and Approximation
    preprint - S. De Marchi, F. Piazzon, A. Sommariva and M. Vianello
    Proceedings of CMMSE 2015, 414--425, ISBN 978-84-617-2230-3, ISSN 2312-0177
  17. Compression of multivariate discrete measures and applications
    preprint - A. Sommariva and M. Vianello
    Numer. Funct. Anal. Optim. 36 (2015), 1198--1223