On Equivalence of Anchored and ANOVA Spaces; Lower Bounds

preprint2015arXivOpen access

Abstract

We provide lower bounds for the norms of embeddings between γ\boldsymbolγ-weighted Anchored and ANOVA spaces of ss-variate functions with mixed partial derivatives of order one bounded in LpL_p norm (p∈[1,∞]p\in[1,\infty]). In particular we show that the norms behave polynomially in ss for Finite Order Weights and Finite Diameter Weights if p>1p>1, and increase faster than any polynomial in ss for Product Order-Dependent Weights and any pp.

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