We provide a new upper bound for sampling numbers (g_n)_{nin mathbb {N}} associated with the compact embedding of a separable reproducing kernel Hilbert space into the space of square integrable functions. There are universal constants C,c>0 (which are specified in the paper) such that gn2≤Clog(n)n∑k≥⌊cn⌋σk2,n≥2,\\documentclass[12pt]{minimal}\t\t\t\t\\usepackage{amsmath}\t\t\t\t\\usepackage{wasysym}\t\t\t\t\\usepackage{amsfonts}\t\t\t\t\\usepackage{amssymb}\t\t\t\t\\usepackage{amsbsy}\t\t\t\t\\usepackage{mathrsfs}\t\t\t\t\\usepackage{upgreek}\t\t\t\t\\setlength{\\oddsidemargin}{-69pt}\t\t\t\t\\begin{document}$$\\begin{aligned} g^2_n \\le \\frac{C\\log (n)}{n}\\sum \\limits _{k\\ge \\lfloor cn \\rfloor } \\sigma _k^2,\\quad n\\ge 2, \\end{aligned}$$\\end{document}where (sigma _k)_{kin mathbb {N}} is the sequence of singular numbers (approximation numbers) of the Hilbert–Schmidt embedding mathrm {Id}:H(K) rightarrow L_2(D,varrho _D). The algorithm which realizes the bound is a least squares algorithm based on a specific set of sampling nodes. These are constructed out of a random draw in combination with a down-sampling procedure coming from the celebrated proof of Weaver’s conjecture, which was shown to be equivalent to the Kadison–Singer problem. Our result is non-constructive since we only show the existence of a linear sampling operator realizing the above bound. The general result can for instance be applied to the well-known situation of H^s_{text {mix}}(mathbb {T}^d) in L_2(mathbb {T}^d) with s>1/2. We obtain the asymptotic bound gn≤Cs,dn-slog(n)(d-1)s+1/2,\\documentclass[12pt]{minimal}\t\t\t\t\\usepackage{amsmath}\t\t\t\t\\usepackage{wasysym}\t\t\t\t\\usepackage{amsfonts}\t\t\t\t\\usepackage{amssymb}\t\t\t\t\\usepackage{amsbsy}\t\t\t\t\\usepackage{mathrsfs}\t\t\t\t\\usepackage{upgreek}\t\t\t\t\\setlength{\\oddsidemargin}{-69pt}\t\t\t\t\\begin{document}$$\\begin{aligned} g_n \\le C_{s,d}n^{-s}\\log (n)^{(d-1)s+1/2}, \\end{aligned}$$\\end{document}which improves on very recent results by shortening the gap between upper and lower bound to sqrt{log (n)}. The result implies that for dimensions d>2 any sparse grid sampling recovery method does not perform asymptotically optimal.
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