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The standard approximation of a natural logarithm in statistical analysis interprets a linear change of \(p\) in \(\ln(X)\) as a \((1+p)\) proportional change in \(X\), which is only accurate for small values of \(p\). I suggest…

Econometrics · Economics 2021-10-07 Nick Huntington-Klein

This article investigates the convergence properties of a relative-type inexact preconditioned proximal augmented Lagrangian method (rip$^2$ALM) for convex nonlinear programming, a fundamental class of optimization problems with broad…

Optimization and Control · Mathematics 2026-03-31 Lei Yang , Jiayi Zhu , Ling Liang , Kim-Chuan Toh

In this paper, we consider the related problems of multicalibration -- a multigroup fairness notion and omniprediction -- a simultaneous loss minimization paradigm, both in the distributional and online settings. The recent work of Garg et…

Machine Learning · Computer Science 2025-05-29 Haipeng Luo , Spandan Senapati , Vatsal Sharan

Regularization is a popular technique in machine learning for model estimation and avoiding overfitting. Prior studies have found that modern ordered regularization can be more effective in handling highly correlated, high-dimensional data…

Machine Learning · Computer Science 2019-11-01 Mahammad Humayoo , Xueqi Cheng

Despite many applications, dimensionality reduction in the $\ell_1$-norm is much less understood than in the Euclidean norm. We give two new oblivious dimensionality reduction techniques for the $\ell_1$-norm which improve exponentially…

Data Structures and Algorithms · Computer Science 2021-08-09 Yi Li , David P. Woodruff , Taisuke Yasuda

Data subsampling is one of the most natural methods to approximate a massively large data set by a small representative proxy. In particular, sensitivity sampling received a lot of attention, which samples points proportional to an…

Data Structures and Algorithms · Computer Science 2024-06-04 Alexander Munteanu , Simon Omlor

In this paper we consider from two different aspects the proximal alternating direction method of multipliers (ADMM) in Hilbert spaces. We first consider the application of the proximal ADMM to solve well-posed linearly constrained…

Optimization and Control · Mathematics 2023-10-11 Qinian Jin

Approximation properties of the expansions $\sum_{k\in{\mathbb z}^d}c_k\phi(M^jx+k)$, where $M$ is a matrix dilation, $c_k$ is either the sampled value of a signal $f$ at $M^{-j}k$ or the integral average of $f$ near $M^{-j}k$ (falsified…

Functional Analysis · Mathematics 2014-07-02 A. Krivoshein , M. Skopina

Given the first 20-100 coefficients of a typical generating function of the type that arises in many problems of statistical mechanics or enumerative combinatorics, we show that the method of differential approximants performs surprisingly…

Statistical Mechanics · Physics 2016-10-12 Anthony J Guttmann

We fit the exponent of the Pareto distribution, that is equivalent or can approximate the continuous power law distribution given a cutoff point, using linear regression (LR). We use LR on the logged variables of the empirical tail (one…

Applications · Statistics 2023-12-21 Samuel Forbes

We consider approximations formed by the sum of a linear combination of given functions enhanced by ridge functions -- a Linear/Ridge expansion. For an explicitly or implicitly given function, we reformulate finding a best Linear/Ridge…

Numerical Analysis · Mathematics 2021-07-12 Constantin Greif , Philipp Junk , Karsten Urban

The extension of the singular perturbative approach to the second order is presented in this paper. The general expansion to the second order is derived. The second order expansion is considered as a small correction to the first order…

Astrophysics of Galaxies · Physics 2016-07-06 C. Alard

We compute the expected value of the Kullback-Leibler divergence to various fundamental statistical models with respect to canonical priors on the probability simplex. We obtain closed formulas for the expected model approximation errors,…

Machine Learning · Statistics 2014-06-18 Guido F. Montufar , Johannes Rauh

We present three schemes to go beyond the electric-dipole approximation in X-ray absorption spectroscopy calculations within a four-component relativistic framework. The first is based on the full semi-classical light-matter interaction…

Chemical Physics · Physics 2021-07-02 Nanna Holmgaard List , Timothé Romain Léo Melin , Martin van Horn , Trond Saue

Approximate computing has in recent times found significant applications towards lowering power, area, and time requirements for arithmetic operations. Several works done in recent years have furthered approximate computing along these…

Hardware Architecture · Computer Science 2020-09-01 Rajat Bhattacharjya , Vishesh Mishra , Saurabh Singh , Kaustav Goswami , Dip Sankar Banerjee

We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived under the classical assumption of a…

Numerical Analysis · Mathematics 2015-06-04 Klaus Frick , Markus Grasmair

We establish $ L^{\infty} $ and $ L^2 $ error bounds for functions of many variables that are approximated by linear combinations of ReLU (rectified linear unit) and squared ReLU ridge functions with $ \ell^1 $ and $ \ell^0 $ controls on…

Machine Learning · Statistics 2018-05-25 Jason M. Klusowski , Andrew R. Barron

This paper considers the level-increment (LI) truncation approximation of M/G/1-type Markov chains. The LI truncation approximation is usually used to implement Ramaswami's recursion for the stationary distribution in M/G/1-type Markov…

Probability · Mathematics 2024-02-01 Katsuhisa Ouchi , Hiroyuki Masuyama

In practical nonlinear filtering, the assessment of achievable filtering performance is important. In this paper, we focus on the problem of efficiently approximate the posterior Cramer-Rao lower bound (CRLB) in a recursive manner. By using…

Applications · Statistics 2010-05-31 Ming Lei , Pierre Del Moral , Christophe Baehr

We prove lower bounds for the approximation error of the variation-diminishing Schoenberg operator on the interval $[0,1]$ in terms of classical moduli of smoothness depending on the degree of the spline basis using a functional analysis…

Classical Analysis and ODEs · Mathematics 2014-02-12 Johannes Nagler , Paula Cerejeiras , Brigitte Forster
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