Related papers: Hermite spectral method with hyperbolic cross appr…
In this work, we propose a reduced basis method for efficient solution of parametric linear systems. The coefficient matrix is assumed to be a linear matrix-valued function that is symmetric and positive definite for admissible values of…
In this paper we present a locally and dimension-adaptive sparse grid method for interpolation and integration of high-dimensional functions with discontinuities. The proposed algorithm combines the strengths of the generalised sparse grid…
In this paper, a meshless Hermite-HDMR finite difference method is proposed to solve high-dimensional Dirichlet problems. The approach is based on the local Hermite-HDMR expansion with an additional smoothing technique. First, we introduce…
Hilbert-Schmidt Independence Criterion (HSIC) has recently been used in the field of single-index models to estimate the directions. Compared with some other well-established methods, it requires relatively weaker conditions. However, its…
Parallel-in-time methods, such as multigrid reduction-in-time (MGRIT) and Parareal, provide an attractive option for increasing concurrency when simulating time-dependent PDEs in modern high-performance computing environments. While these…
We prove the convergence of hyperbolic approximations for several classes of higher-order PDEs, including the Benjamin-Bona-Mahony, Korteweg-de Vries, Gardner, Kawahara, and Kuramoto-Sivashinsky equations, provided a smooth solution of the…
Several observations indicate the existence of a latent hyperbolic space behind real networks that makes their structure very intuitive in the sense that the probability for a connection is decreasing with the hyperbolic distance between…
We establish minimax optimal rates of convergence for estimation in a high dimensional additive model assuming that it is approximately sparse. Our results reveal an interesting phase transition behavior universal to this class of high…
With the example of the spherically symmetric scalar wave equation on Minkowski space-time we demonstrate that a fully pseudospectral scheme (i.e. spectral with respect to both spatial and time directions) can be applied for solving…
In this paper, we focus our attention on the high-dimensional double sparse linear regression, that is, a combination of element-wise and group-wise sparsity. To address this problem, we propose an IHT-style (iterative hard thresholding)…
For an integer $k\geq 1$, the objective of \textsc{$k$-Geodesic Center} is to find a set $\mathcal{C}$ of $k$ isometric paths such that the maximum distance between any vertex $v$ and $\mathcal{C}$ is minimised. Introduced by Gromov,…
Proximal gradient methods are popular in sparse optimization as they are straightforward to implement. Nevertheless, they achieve biased solutions, requiring many iterations to converge. This work addresses these issues through a suitable…
We consider the problem of the assignment of nodes into communities from a set of hyperedges, where every hyperedge is a noisy observation of the community assignment of the adjacent nodes. We focus in particular on the sparse regime where…
Linear inverse problems arise in diverse engineering fields especially in signal and image reconstruction. The development of computational methods for linear inverse problems with sparsity is one of the recent trends in this field. The…
Hermite-Gaussian (HG) laser modes are a complete set of solutions to the free-space paraxial wave equation in Cartesian coordinates and represent a close approximation to physically-realizable laser cavity modes. Additionally, HG modes can…
In this paper the efficiency of multilevel sparse tensor approximation methods for high-dimensional affine parametric diffusion equations is investigated. Methodologically, the recently presented Sparse Alternating Least Squares (SALS)…
We address finding the semi-global solutions to optimal feedback control and the Hamilton--Jacobi--Bellman (HJB) equation. Using the solution of an HJB equation, a feedback optimal control law can be implemented in real-time with minimum…
We propose an approximation scheme for a class of semilinear parabolic equations that are convex and coercive in their gradients. Such equations arise often in pricing and portfolio management in incomplete markets and, more broadly, are…
In this work, we consider the approximation of Hilbert space-valued meromorphic functions that arise as solution maps of parametric PDEs whose operator is the shift of an operator with normal and compact resolvent, e.g. the Helmholtz…
While the harmonic function solution performs well in many semi-supervised learning (SSL) tasks, it is known to scale poorly with the number of samples. Recent successful and scalable methods, such as the eigenfunction method focus on…