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Given a sequence of Marcinkiewicz-Zygmund inequalities in $L_2$ on a compact space, Gr\"ochenig in \cite{G} discussed weighted least squares approximation and least squares quadrature. Inspired by this work, for all $1\le p\le\infty$, we develop weighted least $\ell_p$ approximation induced by a sequence of Marcinkiewicz-Zygmund inequalities in $L_p$ on a compact smooth Riemannian manifold $\Bbb M$ with normalized Riemannian measure (typical examples are the torus and the sphere). In this paper we derive corresponding approximation theorems with the error measured in $L_q,\,1\le q\le\infty$, and least quadrature errors for both Sobolev spaces $H_p^r(\Bbb M), \, r>d/p$ generated by eigenfunctions associated with the Laplace-Beltrami operator and Besov spaces $B_{p,\tau}^r(\Bbb M),\, 0<\tau\le \infty, r>d/p $ defined by best polynomial approximation. Finally, we discuss the optimality of the obtained results by giving sharp estimates of sampling numbers and optimal quadrature errors for the aforementioned spaces., Comment: 23 pages

In this paper, we study optimal quadrature errors, approximation numbers, and sampling numbers in $L_2(\Bbb S^d)$ for Sobolev spaces ${\rm H}^{\alpha,\beta}(\Bbb S^d)$ with logarithmic perturbation on the unit sphere $\Bbb S^d$ in $\Bbb R^{d+1}$. First we obtain strong equivalences of the approximation numbers for ${\rm H}^{\alpha,\beta}(\Bbb S^d)$ with $\alpha>0$, which gives a clue to Open problem 3 as posed by Krieg and Vyb\'iral in \cite{KV}. Second, for the optimal quadrature errors for ${\rm H}^{\alpha,\beta}(\Bbb S^d)$, we use the "fooling" function technique to get lower bounds in the case $\alpha>d/2$, and apply Hilbert space structure and Vyb\'iral's theorem about Schur product theory to obtain lower bounds in the case $\alpha=d/2,\,\beta>1/2$ of small smoothness, which confirms the conjecture as posed by Grabner and Stepanyukin in \cite{GS} and solves Open problem 2 in \cite{KV}. Finally, we employ the weighted least squares operators and the least squares quadrature rules to obtain approximation theorems and quadrature errors for ${\rm H}^{\alpha,\beta}(\Bbb S^d)$ with $\alpha>d/2$ or $\alpha=d/2,\,\beta>1/2$, which are order optimal., Comment: 24 pages