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Related papers: Adaptive algorithms in sampling recovery

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It is known that for a $\rho$-weighted $L_q$-approximation of single variable functions $f$ with the $r$th derivatives in a $\psi$-weighted $L_p$ space, the minimal error of approximations that use $n$ samples of $f$ is proportional to…

Numerical Analysis · Mathematics 2019-07-10 P. Kritzer , F. Pillichshammer , L. Plaskota , G. W. Wasilkowski

Sampling is a fundamental problem in computer science and statistics. However, for a given task and stream, it is often not possible to choose good sampling probabilities in advance. We derive a general framework for adaptively changing the…

Machine Learning · Statistics 2022-06-16 Daniel Ting

We consider the problem of recovery of an unknown multivariate signal $f$ observed in a $d$-dimensional Gaussian white noise model of intensity $\varepsilon$. We assume that $f$ belongs to a class of smooth functions ${\cal F}^d\subset…

Statistics Theory · Mathematics 2015-08-28 Cristina Butucea , Natalia Stepanova

In this paper, we propose a general framework for the asymptotic analysis of node-based verification-based algorithms. In our analysis we tend the signal length $n$ to infinity. We also let the number of non-zero elements of the signal $k$…

Information Theory · Computer Science 2010-01-14 Yaser Eftekhari , Amir H. Banihashemi , Ioannis Lambadaris

We prove that the optimal error of recovery in the $L_2$ norm of functions from a class $\bF$ can be bounded above by the value of the Kolmogorov width of $\bF$ in the uniform norm. We demonstrate on a number of examples of $\bF$ from…

Numerical Analysis · Mathematics 2020-10-08 V. Temlyakov

In this paper we analyze approximation and recovery properties with respect to systems satisfying universal sampling discretization property and a special incoherence property. We apply a powerful nonlinear approximation method -- the Weak…

Numerical Analysis · Mathematics 2024-01-02 V. Temlyakov

The goal of (stable) sparse recovery is to recover a $k$-sparse approximation $x*$ of a vector $x$ from linear measurements of $x$. Specifically, the goal is to recover $x*$ such that ||x-x*||_p <= C min_{k-sparse x'} ||x-x'||_q for some…

Data Structures and Algorithms · Computer Science 2011-10-19 Piotr Indyk , Eric Price , David P. Woodruff

Given a source of iid samples of edges of an input graph $G$ with $n$ vertices and $m$ edges, how many samples does one need to compute a constant factor approximation to the maximum matching size in $G$? Moreover, is it possible to obtain…

Data Structures and Algorithms · Computer Science 2019-07-15 Michael Kapralov , Slobodan Mitrović , Ashkan Norouzi-Fard , Jakab Tardos

In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…

Statistics Theory · Mathematics 2019-10-23 Mohamed Ndaoud , Alexandre B. Tsybakov

Let $\Phi$ be a random $k$-CNF formula on $n$ variables and $m$ clauses, where each clause is a disjunction of $k$ literals chosen independently and uniformly. Our goal is to sample an approximately uniform solution of $\Phi$ (or…

Data Structures and Algorithms · Computer Science 2023-06-12 Kun He , Kewen Wu , Kuan Yang

Given a loss function $F:\mathcal{X} \rightarrow \R^+$ that can be written as the sum of losses over a large set of inputs $a_1,\ldots, a_n$, it is often desirable to approximate $F$ by subsampling the input points. Strong theoretical…

Optimization and Control · Mathematics 2020-03-20 Anant Raj , Cameron Musco , Lester Mackey

The level set estimation problem seeks to find all points in a domain ${\cal X}$ where the value of an unknown function $f:{\cal X}\rightarrow \mathbb{R}$ exceeds a threshold $\alpha$. The estimation is based on noisy function evaluations…

Machine Learning · Statistics 2021-11-03 Blake Mason , Romain Camilleri , Subhojyoti Mukherjee , Kevin Jamieson , Robert Nowak , Lalit Jain

In this paper, we study meta learning for support (i.e., the set of non-zero entries) recovery in high-dimensional precision matrix estimation where we reduce the sufficient sample complexity in a novel task with the information learned…

Machine Learning · Computer Science 2021-07-07 Qian Zhang , Yilin Zheng , Jean Honorio

We consider unconstrained stochastic optimization problems with no available gradient information. Such problems arise in settings from derivative-free simulation optimization to reinforcement learning. We propose an adaptive sampling…

Optimization and Control · Mathematics 2021-09-28 Raghu Bollapragada , Stefan M. Wild

We give a fast algorithm for sampling uniform solutions of general constraint satisfaction problems (CSPs) in a local lemma regime. Suppose that the CSP has $n$ variables with domain size at most q, each constraint contains at most k…

Data Structures and Algorithms · Computer Science 2023-03-10 Kun He , Chunyang Wang , Yitong Yin

We obtain new sampling discretization results in Orlicz norms on finite dimensional spaces. As applications, we study sampling recovery problems, where the error of the recovery process is calculated with respect to different Orlicz norms.…

Functional Analysis · Mathematics 2024-08-27 Egor Kosov , Sergey Tikhonov

We study the approximation of a square-integrable function from a finite number of evaluations on a random set of nodes according to a well-chosen distribution. This is particularly relevant when the function is assumed to belong to a…

Machine Learning · Statistics 2024-11-13 Ayoub Belhadji , Rémi Bardenet , Pierre Chainais

Following the Unlimited Sampling strategy to alleviate the omnipresent dynamic range barrier, we study the problem of recovering a bandlimited signal from point-wise modulo samples, aiming to connect theoretical guarantees with hardware…

Information Theory · Computer Science 2022-04-06 Ayush Bhandari , Felix Krahmer , Thomas Poskitt

Algorithms for binary classification based on adaptive tree partitioning are formulated and analyzed for both their risk performance and their friendliness to numerical implementation. The algorithms can be viewed as generating a set…

Statistics Theory · Mathematics 2014-11-05 Peter Binev , Albert Cohen , Wolfgang Dahmen , Ronald DeVore

We consider $L^2$-approximation on weighted reproducing kernel Hilbert spaces of functions depending on infinitely many variables. We focus on unrestricted linear information, admitting evaluations of arbitrary continuous linear…

Numerical Analysis · Mathematics 2026-01-13 Kumar Harsha , Michael Gnewuch , Marcin Wnuk
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