Holger Rauhut - Recovery of functions of many variables via compressive sensing

This talk was part of the workshop “MAIA 2019: Multivariate Approximation and Interpolation with Applications” held at the ESI August 26 – 30, 2019.

The talk will cover the use of compressive sensing techniques for the recovery of functions of many vari-ables from sample values. We will outline applications to the numerical solution of parametric PDEs with high-dimensional parameter space and in particular discuss multilevel approximation methods.