Related papers: Infinite-Dimensional Integration in Weighted Hilbe…
Sobolev embeddings, of arbitrary order, are considered into function spaces on domains of $\mathbb R^n$ endowed with measures whose decay on balls is dominated by a power $d$ of their radius. Norms in arbitrary rearrangement-invariant…
Functional data registration is a critical challenge in modern statistics, essential for separating phase variability from amplitude variability. While derivative-based frameworks offer mathematically elegant solutions, their dependence on…
We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework…
Anisotropic functional deconvolution model is investigated in the bivariate case under long-memory errors when the design points $t_i$, $i=1, 2, \cdots, N$, and $x_l$, $l=1, 2, \cdots, M$, are irregular and follow known densities $h_1$,…
We study quasi-Monte Carlo (QMC) integration over the multi-dimensional unit cube in several weighted function spaces with different smoothness classes. We consider approximating the integral of a function by the median of several integral…
We study non-linear data-dimension reduction. We are motivated by the classical linear framework of Principal Component Analysis. In nonlinear case, we introduce instead a new kernel-Principal Component Analysis, manifold and feature space…
Covariance function estimation is a fundamental task in multivariate functional data analysis and arises in many applications. In this paper, we consider estimating sparse covariance functions for high-dimensional functional data, where the…
This paper proposes a new hybrid high-order discretization for the biharmonic problem and the corresponding eigenvalue problem. The discrete ansatz space includes degrees of freedom in $n-2$ dimensional submanifolds (e.g., nodal values in…
Depth measures have gained popularity in the statistical literature for defining level sets in complex data structures like multivariate data, functional data, and graphs. Despite their versatility, integrating depth measures into…
In this paper we analyze the approximation of multivariate integrals over the Euclidean plane for functions which are analytic. We show explicit upper bounds which attain the exponential rate of convergence. We use an infinite grid with…
We encounter a bottleneck when we try to borrow the strength of classical classifiers to classify functional data. The major issue is that functional data are intrinsically infinite dimensional, thus classical classifiers cannot be applied…
Extending the idea of Even and Lehrer [3], we discuss a general approach to integration based on a given decomposition system equipped with a weighting function, and a decomposition of the integrated function. We distinguish two type of…
Sphere packing, Hilbert's eighteenth problem, asks for the densest arrangement of congruent spheres in n-dimensional Euclidean space. Although relevant to areas such as cryptography, crystallography, and medical imaging, the problem remains…
Data-driven inverse optimization for mixed-integer linear programs (MILPs), which seeks to learn an objective function and constraints consistent with observed decisions, is important for building accurate mathematical models in a variety…
This paper illustrates the central role of loss functions in data-driven decision making, providing a comprehensive survey on their influence in cost-sensitive classification (CSC) and reinforcement learning (RL). We demonstrate how…
In this work we consider the problem of numerical integration, i.e., approximating integrals with respect to a target probability measure using only pointwise evaluations of the integrand. We focus on the setting in which the target…
Sobolev-type embeddings on metric measure spaces encode a subtle interaction between the analytic regularity of functions and the geometry of the underlying domain space. In this paper we develop an embedding theory for variable…
We compute the integral of a function or the expectation of a random variable with minimal cost and use, for our new algorithm and for upper bounds of the complexity, i.i.d. samples. Under certain assumptions it is possible to select a…
Learning mappings between infinite-dimensional function spaces has achieved empirical success in many disciplines of machine learning, including generative modeling, functional data analysis, causal inference, and multi-agent reinforcement…
This paper studies the multivariate approximation of functions in weighted Korobov spaces using multiple rank-1 lattice rules. It has been shown by K\"{a}mmerer and Volkmer (2019) that algorithms based on multiple rank-1 lattices achieve…