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Optimization problems, generalized equations, and the multitude of other variational problems invariably lead to the analysis of sets and set-valued mappings as well as their approximations. We review the central concept of set-convergence…

Optimization and Control · Mathematics 2020-02-25 Johannes O. Royset

Approximating complex probability densities is a core problem in modern statistics. In this paper, we introduce the concept of Variational Inference (VI), a popular method in machine learning that uses optimization techniques to estimate…

Machine Learning · Computer Science 2021-11-23 Ankush Ganguly , Samuel W. F. Earp

Function approximation and recovery via some sampled data have long been studied in a wide array of applied mathematics and statistics fields. Analytic tools, such as the Poincar\'e inequality, have been handy for estimating the…

Numerical Analysis · Mathematics 2020-07-16 Yifan Chen , Thomas Y. Hou

Dimension reduction is often the first step in statistical modeling or prediction of multivariate spatial data. However, most existing dimension reduction techniques do not account for the spatial correlation between observations and do not…

Methodology · Statistics 2025-05-27 Si Cheng , Magali N. Blanco , Timothy V. Larson , Lianne Sheppard , Adam Szpiro , Ali Shojaie

A framework to boost the efficiency of Bayesian inference in probabilistic programs is introduced by embedding a sampler inside a variational posterior approximation. We call it the refined variational approximation. Its strength lies both…

Machine Learning · Computer Science 2020-02-25 Victor Gallego , David Rios Insua

Two aspects of neural networks that have been extensively studied in the recent literature are their function approximation properties and their training by gradient descent methods. The approximation problem seeks accurate approximations…

Machine Learning · Computer Science 2022-09-20 R. Gentile , G. Welper

Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the…

Methodology · Statistics 2013-11-25 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

Fixpoints are ubiquitous in computer science and when dealing with quantitative semantics and verification one often considers least fixpoints of (higher-dimensional) functions over the non-negative reals. We show how to approximate the…

Logic in Computer Science · Computer Science 2025-06-16 Paolo Baldan , Sebastian Gurke , Barbara König , Tommaso Padoan , Florian Wittbold

Value functions arise as a component of algorithms as well as performance metrics in statistics and engineering applications. Computation of the associated Bellman equations is numerically challenging in all but a few special cases. A…

Systems and Control · Computer Science 2018-12-27 Adithya M. Devraj , Sean P. Meyn

When implementing regular enough functions (e.g., elementary or special functions) on a computing system, we frequently use polynomial approximations. In most cases, the polynomial that best approximates (for a given distance and in a given…

Mathematical Software · Computer Science 2007-05-23 Nicolas Brisebarre , Jean-Michel Muller

We obtain approximation results for general positive linear operators satisfying mild conditions, when acting on discontinuous functions and absolutely continuous functions having discontinuous derivatives. The upper bounds, given in terms…

Probability · Mathematics 2024-10-29 José A. Adell , P. Garrancho , F. J. Martínez-Sánchez

This paper presents an identity between the multivariate and univariate saddlepoint approximations applied to sample path probabilities for a certain class of stochastic processes. This class, which we term the recursively compounded…

Probability · Mathematics 2024-06-21 Jesse Goodman

Models based on approximation capabilities have recently been studied in the context of Optimal Recovery. These models, however, are not compatible with overparametrization, since model- and data-consistent functions could then be…

Optimization and Control · Mathematics 2020-04-02 Simon Foucart

Equational unification of two terms consists of finding a substitution that, when applied to both terms, makes them equal modulo some equational properties. Equational unification is of special relevance to automated deduction, theorem…

Logic in Computer Science · Computer Science 2019-09-19 Santiago Escobar , Julia Sapiña

In this paper we combine two existing approaches for approximating attractors. One of them approximates the attractors arbitrarily well by sublevel sets related to solutions of infinite dimensional linear programming problems. A downside…

Optimization and Control · Mathematics 2023-10-06 Corbinian Schlosser

A simple sparse coding mechanism appears in the sensory systems of several organisms: to a coarse approximation, an input $x \in \R^d$ is mapped to much higher dimension $m \gg d$ by a random linear transformation, and is then sparsified by…

Neural and Evolutionary Computing · Computer Science 2020-06-09 Sanjoy Dasgupta , Christopher Tosh

We consider approximating analytic functions on the interval $[-1,1]$ from their values at a set of $m+1$ equispaced nodes. A result of Platte, Trefethen \& Kuijlaars states that fast and stable approximation from equispaced samples is…

Numerical Analysis · Mathematics 2022-03-08 Ben Adcock , Alexei Shadrin

The paper presents new and known results on estimates of important linear and nonlinear approximation characteristics of generalized Wiener classes of functions of several variables in different metrics.

Classical Analysis and ODEs · Mathematics 2026-01-06 Andrii Shidlich

Submodular functions are a fundamental object of study in combinatorial optimization, economics, machine learning, etc. and exhibit a rich combinatorial structure. Many subclasses of submodular functions have also been well studied and…

Data Structures and Algorithms · Computer Science 2013-04-19 Nikhil R. Devanur , Shaddin Dughmi , Roy Schwartz , Ankit Sharma , Mohit Singh

We study adaptive approximation algorithms for general multivariate linear problems where the sets of input functions are non-convex cones. While it is known that adaptive algorithms perform essentially no better than non-adaptive…

Numerical Analysis · Mathematics 2019-03-27 Yuhan Ding , Fred J. Hickernell , Peter Kritzer , Simon Mak