Lasso hyperinterpolation over general regions

@article{An2021LassoHO,
  title={Lasso hyperinterpolation over general regions},
  author={Congpei An and Hao-Ning Wu},
  journal={SIAM J. Sci. Comput.},
  year={2021},
  volume={43},
  pages={A3967-A3991}
}
This paper develops a fully discrete soft thresholding polynomial approximation over a general region, named Lasso hyperinterpolation. This approximation is an $\ell_1$-regularized discrete least squares approximation under the same conditions of hyperinterpolation. Lasso hyperinterpolation also uses a high-order quadrature rule to approximate the Fourier coefficients of a given continuous function with respect to some orthonormal basis, and then it obtains its coefficients by acting a soft… 

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