On Equivalence of Anchored and ANOVA Spaces; Lower Bounds
arXiv:1511.05674
Abstract
We provide lower bounds for the norms of embeddings between -weighted Anchored and ANOVA spaces of -variate functions with mixed partial derivatives of order one bounded in norm (). In particular we show that the norms behave polynomially in for Finite Order Weights and Finite Diameter Weights if , and increase faster than any polynomial in for Product Order-Dependent Weights and any .