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We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

Optimization and Control · Mathematics 2020-12-03 Kipngeno Benard Kirui , Georg Ch. Pflug , Alois Pichler

Approximation theory is concerned with the ability to approximate functions by simpler and more easily calculated functions. The first question we ask in approximation theory concerns the {\it possibility of approximation}. Is the given…

Classical Analysis and ODEs · Mathematics 2007-05-23 Allan Pinkus

Over the past a few years, research and development has made significant progresses on big data analytics. A fundamental issue for big data analytics is the efficiency. If the optimal solution is unable to attain or not required or has a…

Databases · Computer Science 2019-01-03 Shuai Ma , Jinpeng Huai

We introduce the notion of an approximation system as a generalization of Taylor approximation, and we give some first examples. Next we develop the general theory, including error bounds and a sufficient criterion for convergence. More…

Classical Analysis and ODEs · Mathematics 2017-10-20 Victor A. Pessers , Tom H. Koornwinder

When an Approximation Theorist looks at well-posed PDE problems or operator equations, and standard solution algorithms like Finite Elements, Rayleigh-Ritz or Trefftz techniques, methods of fundamental or particular solutions and their…

Numerical Analysis · Mathematics 2018-06-20 Robert Schaback

In nearly every discipline, scientific computations are limited by the cost and speed of computation. For example, the best-known exact algorithms for the canonical Traveling Salesman Problem would take centuries to run on an instance of…

Data Structures and Algorithms · Computer Science 2026-05-04 Jeffery Li , Jayson Lynch , Liva Olina , Cecilia Chen , Andrew Lucas , Neil Thompson

Algorithms for continuous optimization problems have a rich history of design and innovation over the past several decades, in which mathematical analysis of their convergence and complexity properties plays a central role. Besides their…

Optimization and Control · Mathematics 2025-12-03 Stephen J. Wright

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

We survey current developments in the approximation theory of sequence modelling in machine learning. Particular emphasis is placed on classifying existing results for various model architectures through the lens of classical approximation…

Machine Learning · Computer Science 2023-02-28 Haotian Jiang , Qianxiao Li , Zhong Li , Shida Wang

The use of approximation is fundamental in computational science. Almost all computational methods adopt approximations in some form in order to obtain a favourable cost/accuracy trade-off and there are usually many approximations that…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-06-14 Michael A. Johnston , Vassilis Vassiliadis

Approximate computing is a research area where we investigate a wide spectrum of techniques to trade off computation accuracy for better performance or energy consumption. In this work, we provide a general introduction to approximate…

Programming Languages · Computer Science 2017-12-12 M. Ammar Ben Khadra

Approximate solutions to functional evolution equations are constructed through a combination of series and conjugation methods, and relative errors are estimated. The methods are illustrated, both analytically and numerically, by…

Mathematical Physics · Physics 2015-03-19 Thomas Curtright , Xiang Jin , Cosmas Zachos

We show how rational function approximations to the logarithm, such as $\log z \approx (z^2 - 1)/(z^2 + 6z + 1)$, can be turned into fast algorithms for approximating the determinant of a very large matrix. We empirically demonstrate that…

Data Structures and Algorithms · Computer Science 2024-05-07 Thomas Colthurst , Srinivas Vasudevan , James Lottes , Brian Patton

Consider scene understanding problems such as predicting where a person is probably reaching, or inferring the pose of 3D objects from depth images, or inferring the probable street crossings of pedestrians at a busy intersection. This…

Computer Vision and Pattern Recognition · Computer Science 2019-06-03 Javier Felip , Nilesh Ahuja , David Gómez-Gutiérrez , Omesh Tickoo , Vikash Mansinghka

This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algorithms is sampling -- a central task in statistical…

Numerical Analysis · Mathematics 2024-09-19 Ricardo Baptista , Bamdad Hosseini , Nikola B. Kovachki , Youssef M. Marzouk , Amir Sagiv

In this paper we provide a rigorous mathematical foundation for continuous approximations of a class of systems with piece-wise continuous functions. By using techniques from the theory of differential inclusions, the underlying piece-wise…

Chaotic Dynamics · Physics 2014-08-20 Marius-F. Danca

One of the basic principles of Approximation Theory is that the quality of approximations increase with the smoothness of the function to be approximated. Functions that are smooth in certain subdomains will have good approximations in…

Numerical Analysis · Mathematics 2016-12-23 Licia Lenarduzzi , Robert Schaback

In recent years, many design automation methods have been developed to routinely create approximate implementations of circuits and programs that show excellent trade-offs between the quality of output and required resources. This paper…

Neural and Evolutionary Computing · Computer Science 2021-08-17 Lukas Sekanina

The reciprocal function, 1/x, is important for many real-time algorithms. It is used in a large variety of algorithms from areas ranging from iterative estimation to machine learning. Many of these algorithms are iterative in nature and…

Signal Processing · Electrical Eng. & Systems 2020-07-14 Michael Lunglmayr , Oliver Ploder

We study the best approximation problem: \[ \displaystyle \min_{\alpha\in \mathbb R^m}\max_{1\leq i\leq n}\left|y_i -\sum_{j=1}^m \alpha_j \Gamma_j ({\bf x}_i) \right|. \] Here: $\Gamma:=\left\{\Gamma_1,...,\Gamma_m\right\}$ is a list of…

Optimization and Control · Mathematics 2022-09-16 Steven B. Damelin , Michael Werman
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