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Related papers: Tractability of multivariate analytic problems

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We give tight upper and lower bounds of the cardinality of the index sets of certain hyperbolic crosses which reflect mixed Sobolev-Korobov-type smoothness and mixed Sobolev-analytic-type smoothness in the infinite-dimensional case where…

Numerical Analysis · Mathematics 2015-11-10 Dinh Dũng , Michael Griebel

We consider multivariate $\mathbb{L}_2$-approximation in reproducing kernel Hilbert spaces which are tensor products of weighted Walsh spaces and weighted Korobov spaces. We study the minimal worst-case error…

Numerical Analysis · Mathematics 2017-01-12 Peter Kritzer , Helene Laimer , Friedrich Pillichshammer

We study the $L_1$-approximation of $d$-variate monotone functions based on information from $n$ function evaluations. It is known that this problem suffers from the curse of dimensionality in the deterministic setting, that is, the number…

Numerical Analysis · Mathematics 2018-03-02 Robert J. Kunsch

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…

Numerical Analysis · Mathematics 2016-02-09 Peter Kritzer , Friedrich Pillichshammer , Henryk Wozniakowski

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…

Information Theory · Computer Science 2023-09-07 Huichao Yan , Jia Chen

In this paper we develop a new approach to the design of direct numerical methods for multidimensional problems of the calculus of variations. The approach is based on a transformation of the problem with the use of a new class of…

Optimization and Control · Mathematics 2019-03-04 M. V. Dolgopolik

In this note we study multivariate integration for permutation-invariant functions from a certain Banach space E_{d,\alpha} of Korobov type in the worst case setting. We present a lower error bound which particularly implies that in…

Numerical Analysis · Mathematics 2013-10-16 Markus Weimar

We consider the problem of numerical integration for weighted anchored and ANOVA Sobolev spaces of $s$-variate functions. Here $s$ is large including $s=\infty$. Under the assumption of sufficiently fast decaying weights, we prove in a…

Numerical Analysis · Mathematics 2015-09-16 P. Kritzer , F. Pillichshammer , G. W. Wasilkowski

In this note, we prove that the following function space with absolutely convergent Fourier series \[ F_d:=\left\{ f\in L^2([0,1)^d)\:\middle| \: \|f\|:=\sum_{\boldsymbol{k}\in \mathbb{Z}^d}|\hat{f}(\boldsymbol{k})| \max\left(1,\min_{j\in…

Numerical Analysis · Mathematics 2023-06-28 Takashi Goda

Herein, a methodology is developed to replicate functions, measures and stochastic processes onto a compact metric space. Many results are easily established for the replica objects and then transferred back to the original ones. Two…

Probability · Mathematics 2020-11-03 Chi Dong , Michael A. Kouritzin

We study approximation properties of sequences of centered random elements $X_d$, $d\in\mathbb{N}$, with values in separable Hilbert spaces. We focus on sequences of tensor product-type random elements, which have covariance operators of…

Probability · Mathematics 2015-03-10 A. A. Khartov

We consider linear programs involving uncertain parameters and propose a new tractable robust counterpart which contains and generalizes several other models including the existing Affinely Adjustable Robust Counterpart and the Fully…

Optimization and Control · Mathematics 2016-04-12 Walid Ben-Ameur , Adam Ouorou , Guanglei Wang , Mateusz Żotkiewicz

We introduce a notion of tractability for ill-posed operator equations in Hilbert space. For such operator equations the asymptotics of the best possible rate of reconstruction in terms of the underlying noise level is known in many cases.…

Numerical Analysis · Mathematics 2024-05-07 Peter Mathé , Bernd Hofmann

The purpose of this paper is to present a universal approach to the study of controllability/observability problems for infinite dimensional systems governed by some stochastic/deterministic partial differential equations. The crucial…

Optimization and Control · Mathematics 2010-03-31 Xu Zhang

Incorporating constraints is a major concern in probabilistic machine learning. A wide variety of problems require predictions to be integrated with reasoning about constraints, from modelling routes on maps to approving loan predictions.…

Machine Learning · Computer Science 2020-01-31 Ioannis Papantonis , Vaishak Belle

In linear inverse problems, we have data derived from a noisy linear transformation of some unknown parameters, and we wish to estimate these unknowns from the data. Separable inverse problems are a powerful generalization in which the…

Optimization and Control · Mathematics 2015-06-12 Paul Shearer , Anna C. Gilbert

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

Variable Muckenhoupt weights are considered in variable exponent Lebesgue spaces. Applications are given for polynomial approximation in these spaces. Boundedness of averaging operator is proved to gain a transference result. Almost all…

Classical Analysis and ODEs · Mathematics 2021-09-02 Ramazam Akgün

We study an extensive class of movement minimization problems which arise from many practical scenarios but so far have little theoretical study. In general, these problems involve planning the coordinated motion of a collection of agents…

Data Structures and Algorithms · Computer Science 2015-03-20 Erik D. Demaine , MohammadTaghi Hajiaghayi , Dániel Marx

We call an Ising model tractable when it is possible to compute its partition function value (statistical inference) in polynomial time. The tractability also implies an ability to sample configurations of this model in polynomial time. The…

Computation · Statistics 2021-12-07 Valerii Likhosherstov , Yury Maximov , Michael Chertkov