Approximation of sign-regular kernels
符号正则核的低秩逼近
Parameterized integrals, q y = ∫ K x , y d P x , are common in economic applications. To optimize a parameterized integral, or to relate one such integral to others, it is helpful to reduce the rank of the kernel K while controlling approximation error. A bound on the uniform approximation error of K x , y ≈ ∑ i = 1 n f i x g i y also bounds the uniform approximation error of q y ≈ ∑ i = 1 n c i g i y = ∑ i = 1 n ∫ f i x d P x g i y over all y and all signed measures P whose…