Related papers: On lower bounds for integration of multivariate pe…
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…
Combining the properties of monovariate internal functions as proposed in Kolmogorov superimposition theorem, in tandem with the bounds wielded by the multivariate formulation of Chebyshev inequality, a hybrid model is presented, that…
The present work constitutes a first step towards establishing a systematic framework for treating variational problems that depend on a given input function through a mixture of its derivatives of different orders in different directions.…
Error bounds and complexity bounds in numerical analysis and information-based complexity are often proved for functions that are defined on very simple domains, such as a cube, a torus, or a sphere. We study optimal error bounds for the…
In the article, integration of temporal functions in (possibly non-UMD) Banach spaces with respect to (possibly non-Gaussian) fractional processes from a finite sum of Wiener chaoses is treated. The family of fractional processes that is…
Building upon recent work by the author, we prove that multivariate integration in the following subspace of the Wiener algebra over $[0,1)^d$ is strongly polynomially tractable: \[ F_d:=\left\{ f\in C([0,1)^d)\:\middle| \:…
We consider a broad class of permutation invariant statistical problems by extending the standard decision theoretic definition to allow also selective inference tasks, where the target is specified only after seeing the data. For any such…
Function values are, in some sense, "almost as good" as general linear information for $L_2$-approximation (optimal recovery, data assimilation) of functions from a reproducing kernel Hilbert space. This was recently proved by new upper…
We consider best approximation problems in a nonlinear subset $\mathcal{M}$ of a Banach space of functions $(\mathcal{V},\|\bullet\|)$. The norm is assumed to be a generalization of the $L^2$-norm for which only a weighted Monte Carlo…
The task of approximating a function of d variables from its evaluations at a given number of points is ubiquitous in numerical analysis and engineering applications. When d is large, this task is challenged by the so-called curse of…
Sufficient conditions for the invariance of evolution problems governed by perturbations of (possibly nonlinear) $m$-accretive operators are provided. The conditions for the invariance with respect to sublevel sets of a constraint…
In many high-dimensional problems,polynomial-time algorithms fall short of achieving the statistical limits attainable without computational constraints. A powerful approach to probe the limits of polynomial-time algorithms is to study the…
This paper deals with a general form of variational problems in Banach spaces which encompasses variational inequalities as well as minimization problems. We prove a characterization of local error bounds for the distance to the…
Quasi-Monte Carlo methods are used for numerically integrating multivariate functions. However, the error bounds for these methods typically rely on a priori knowledge of some semi-norm of the integrand, not on the sampled function values.…
We consider a simple and overarching representation for permutation-invariant functions of sequences (or multiset functions). Our approach, which we call Janossy pooling, expresses a permutation-invariant function as the average of a…
Feature alignment methods are used in many scientific disciplines for data pooling, annotation, and comparison. As an instance of a permutation learning problem, feature alignment presents significant statistical and computational…
This article focuses on a new concept of quadratic variation for processes taking values in a Banach space $B$ and a corresponding covariation. This is more general than the classical one of M\'etivier and Pellaumail. Those notions are…
We study multivariate $\boldsymbol{L}_{\infty}$-approximation for a weighted Korobov space of periodic functions for which the Fourier coefficients decay exponentially fast. The weights are defined, in particular, in terms of two sequences…
For n > d/2, the Sobolev (Bessel potential) space H^n(R^d, C) is known to be a Banach algebra with its standard norm || ||_n and the pointwise product; so, there is a best constant K_{n d} such that || f g ||_{n} <= K_{n d} || f ||_{n} || g…
We study $L_2$-approximation problems $\text{APP}_d$ in the worst case setting in the weighted Korobov spaces $H_{d,\a,{\bm \ga}}$ with parameter sequences ${\bm \ga}=\{\ga_j\}$ and $\a=\{\az_j\}$ of positive real numbers $1\ge \ga_1\ge…