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The challenge to measure exposures regularly forces financial institutions into a choice between an overwhelming computational burden or oversimplification of risk. To resolve this unsettling dilemma, we systematically investigate replacing…

Computational Finance · Quantitative Finance 2025-07-15 Domagoj Demeterfi , Kathrin Glau , Linus Wunderlich

We derive necessary density conditions for sampling and for interpolation in general reproducing kernel Hilbert spaces satisfying some natural conditions on the geometry of the space and the reproducing kernel. If the volume of shells is…

Functional Analysis · Mathematics 2018-04-03 Hartmut Führ , Karlheinz Gröchenig , Antti Haimi , Andreas Klotz , José Luis Romero

In the era of deep learning, understanding over-fitting phenomenon becomes increasingly important. It is observed that carefully designed deep neural networks achieve small testing error even when the training error is close to zero. One…

Machine Learning · Statistics 2018-12-04 Yue Xing , Qifan Song , Guang Cheng

This paper establishes the generalization error of pooled min-$\ell_2$-norm interpolation in transfer learning where data from diverse distributions are available. Min-norm interpolators emerge naturally as implicit regularized limits of…

Statistics Theory · Mathematics 2024-06-21 Yanke Song , Sohom Bhattacharya , Pragya Sur

We construct, on continuous $Q_1$ finite elements over Cartesian meshes, an interpolation operator that does not increase the total variation. The operator is stable in $L^1$ and exhibits second order approximation properties. With the help…

Numerical Analysis · Mathematics 2012-11-07 Ricardo H. Nochetto , Abner J. Salgado

Classical approximation and learning methods are typically optimized for interpolation over a sampled domain {\Omega}, with no guarantees on their behavior in an extrapolation region {\Xi}, where small in-domain errors may amplify. We…

Numerical Analysis · Mathematics 2026-03-11 Guy Hay , Nir Sharon

This paper provides data-dependent bounds on the expected error of the Gibbs algorithm in the overparameterized interpolation regime, where low training errors are also obtained for impossible data, such as random labels in classification.…

Machine Learning · Computer Science 2026-02-13 Andreas Maurer , Erfan Mirzaei , Massimiliano Pontil

Deep learning research has uncovered the phenomenon of benign overfitting for overparameterized statistical models, which has drawn significant theoretical interest in recent years. Given its simplicity and practicality, the ordinary least…

Statistics Theory · Mathematics 2024-05-31 Dennis Shen , Dogyoon Song , Peng Ding , Jasjeet S. Sekhon

We introduce remarkable upper bounds for the interpolation error constants on triangles, which are sharp and given by simple formulas. These constants are crucial in analyzing interpolation errors, particularly those associated with the…

Numerical Analysis · Mathematics 2025-07-18 Kenta Kobayashi

Meshing of geometric domains having curved boundaries by affine simplices produces a polytopial approximation of those domains. The resulting error in the representation of the domain limits the accuracy of finite element methods based on…

Numerical Analysis · Mathematics 2018-02-09 James Cheung , Mauro Perego , Pavel Bochev , Max Gunzburger

Many practical optimization problems lack strong convexity. Fortunately, recent studies have revealed that first-order algorithms also enjoy linear convergences under various weaker regularity conditions. While the relationship among…

Optimization and Control · Mathematics 2026-02-05 Feng-Yi Liao , Lijun Ding , Yang Zheng

This work investigates the stability of (discrete) empirical interpolation for nonlinear model reduction and state field approximation from measurements. Empirical interpolation derives approximations from a few samples (measurements) via…

Numerical Analysis · Mathematics 2020-05-20 Benjamin Peherstorfer , Zlatko Drmač , Serkan Gugercin

An interpolation method to evaluate magnetic fields given unstructured, scattered magnetic data is presented. The method is based on the reconstruction of the global magnetic field using a superposition of orthogonal functions. The…

Computational Physics · Physics 2023-03-15 Minglei Yang , Diego del-Castillo-Negrete , Guannan Zhang , Matthew Beidler

Interpolation by various types of splines is the standard procedure in many applications. In this paper we shall discuss harmonic spline "interpolation" (on the lines of a grid) as an alternative to polynomial spline interpolation (at…

Numerical Analysis · Mathematics 2011-01-17 Yuliya Babenko , Tatyana Leskevich

Volume or statistical averaging of the microscopic Maxwell equations (MEs), i.e. transition from microscopic MEs to their macroscopic counterparts, is one of the main steps in electrodynamics of materials. In spite of the fundamental…

Optics · Physics 2011-06-21 A. Chipouline , C. Simovski , S. Tretyakov

Classical Laguerre spectral approximations are highly effective on the half-line when the target function is smooth in the usual polynomial scale. However, their accuracy deteriorates for nonsmooth functions. Such behavior appears naturally…

Numerical Analysis · Mathematics 2026-05-27 Mahmoud A. Zaky

For nonautonomous, nonuniformly elliptic integrals with so-called $(p,q)$-growth conditions, we show a general interpolation property allowing to get basic higher integrability results for H\"older continuous minimizers under improved…

Analysis of PDEs · Mathematics 2021-03-02 Cristiana De Filippis , Giuseppe Mingione

Engineering problems often involve data sources of variable fidelity with different costs of obtaining an observation. In particular, one can use both a cheap low fidelity function (e.g. a computational experiment with a CFD code) and an…

Machine Learning · Statistics 2017-12-19 Alexey Zaytsev , Evgeny Burnaev

The standard estimator for the two-point function of a homogeneous and isotropic random field is a special case of a larger class of least squares estimators that interpolate the function values. Using a different interpolation scheme,…

Instrumentation and Methods for Astrophysics · Physics 2018-08-17 Nicolas Tessore

Given gridded cell-average data of a smooth multivariate function, we present a constructive explicit procedure for generating a high-order global approximation of the function. One contribution is the derivation of high order…

Numerical Analysis · Mathematics 2021-12-21 Sergio Amat , David Levin , Juan Ruiz-Alvarez , Dionisio F. Yáñez
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