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The first order loss function and its complementary function are extensively used in practical settings. When the random variable of interest is normally distributed, the first order loss function can be easily expressed in terms of the…

Optimization and Control · Mathematics 2014-09-09 Roberto Rossi , S. Armagan Tarim , Steven Prestwich , Brahim Hnich

Compressed sensing is now established as an effective method for dimension reduction when the underlying signals are sparse or compressible with respect to some suitable basis or frame. One important, yet under-addressed problem regarding…

Information Theory · Computer Science 2016-04-05 Rayan Saab , Rongrong Wang , Ozgur Yilmaz

The emphasis of this paper is to investigate the high-order approximation of a class of SPDEs with cubic nonlinearity driven by multiplicative noise with the help of the amplitude equations. The highlight of our work is that we improve the…

Probability · Mathematics 2023-08-31 Shiduo Qu , Hongjun Gao

The exact Green's functions of the periodic Anderson model for $U\to \infty $ are formally expressed within the cumulant expansion in terms of an effective cumulant. Here we resort to a calculation in which this quantity is approximated by…

Strongly Correlated Electrons · Physics 2009-10-31 M. E. Foglio , M. S. Figueira

Compressive covariance estimation has arisen as a class of techniques whose aim is to obtain second-order statistics of stochastic processes from compressive measurements. Recently, these methods have been used in various image processing…

Image and Video Processing · Electrical Eng. & Systems 2022-07-27 Jonathan Monsalve , Juan Ramirez , Iñaki Esnaola , Henry Arguello

Motivated by conforming finite element methods for elliptic problems of second order, we analyze the approximation of the gradient of a target function by continuous piecewise polynomial functions over a simplicial mesh. The main result is…

Numerical Analysis · Mathematics 2018-03-07 Andreas Veeser

This paper deals with the numerical approximation of semilinear parabolic stochastic partial differential equation (SPDE) driven simultaneously by Gaussian noise and Poisson random measure, more realistic in modeling real world phenomena.…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

We propose new weak error bounds and expansion in dimension one for optimal quantization-based cubature formula for different classes of functions, such that piecewise affine functions, Lipschitz convex functions or differentiable function…

Probability · Mathematics 2022-02-10 Vincent Lemaire , Thibaut Montes , Gilles Pagès

We present a semiclassical trace formula for the canonical partition function of arbitrary one-dimensional systems. The approximation is obtained via the stationary exponent method applied to the phase-space integration of the density…

Quantum Physics · Physics 2007-05-23 Fernando Parisio , M. A. M. de Aguiar

Compressed sensing is a novel research area, which was introduced in 2006, and since then has already become a key concept in various areas of applied mathematics, computer science, and electrical engineering. It surprisingly predicts that…

Information Theory · Computer Science 2012-08-29 Gitta Kutyniok

In computational engineering, ensuring the integrity and safety of structures in fields such as aerospace and civil engineering relies on accurate stress prediction. However, analytical methods are limited to simple test cases, and…

Computational Engineering, Finance, and Science · Computer Science 2025-10-31 Fabian Key , Lukas Freinberger

We propose a new scheme to implement the self-consistent optimization of the trial wave-function in constrained path auxiliary field Quantum Monte Carlo (CP-AFQMC) in the framewok of natural orbitals. In this scheme, a new trial…

Strongly Correlated Electrons · Physics 2023-08-15 Mingpu Qin

We present two approximate versions of the proximal subgradient method for minimizing the sum of two convex functions (not necessarily differentiable). The algorithms involve, at each iteration, inexact evaluations of the proximal operator…

Optimization and Control · Mathematics 2019-07-12 Reinier Díaz Millán , Majela Pentón Machado

This paper exploits recent developments in compressive sensing (CS) to efficiently perform the direction finding via amplitude comprarison. The new method is proposed based on unimodal characteristic of antenna pattern and sparse property…

Information Theory · Computer Science 2010-06-25 Ruiming Yang , Yipeng Liu , Qun Wan , Wanlin Yang

This paper demonstrates that the space of piecewise smooth functions can be well approximated by the space of functions defined by a set of simple (non-linear) operations on smooth uniform splines. The examples include bivariate functions…

Numerical Analysis · Mathematics 2024-05-13 David Levin

We study the problem of maximizing a function that is approximately submodular under a cardinality constraint. Approximate submodularity implicitly appears in a wide range of applications as in many cases errors in evaluation of a…

Data Structures and Algorithms · Computer Science 2024-11-19 Thibaut Horel , Yaron Singer

We study the approximation of arbitrary distributions $P$ on $d$-dimensional space by distributions with log-concave density. Approximation means minimizing a Kullback--Leibler-type functional. We show that such an approximation exists if…

Statistics Theory · Mathematics 2011-10-17 Lutz Duembgen , Richard Samworth , Dominic Schuhmacher

Quantum sensors are among the most promising quantum technologies, allowing to attain the ultimate precision limit for parameter estimation. In order to achieve this, it is required to fully control and optimize what constitutes the…

Quantum Physics · Physics 2020-05-19 Ilaria Gianani , Marco G. Genoni , Marco Barbieri

This paper presents a method for finding a sparse representation of Barron functions. Specifically, given an $L^2$ function $f$, the inverse scale space flow is used to find a sparse measure $\mu$ minimising the $L^2$ loss between the…

Machine Learning · Statistics 2023-12-06 Tjeerd Jan Heeringa , Tim Roith , Christoph Brune , Martin Burger

We introduce a new approach to deriving approximate analytical solutions of a harmonic oscillator damped by purely nonlinear, or combinations of linear and nonlinear damping forces. Our approach is based on choosing a suitable trial…

Classical Physics · Physics 2025-12-30 Karlo Lelas , Robert Pezer