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Related papers: Approximation by Choquet Integral Operators

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Baskakov operators and their inverses can be expressed as linear differential operators on polynomials. Recurrence relations are given for the computation of these coefficients. They allow the construction of the associated Baskakov…

Numerical Analysis · Mathematics 2013-10-21 Paul Sablonnière

Sequential Monte Carlo samplers represent a compelling approach to posterior inference in Bayesian models, due to being parallelisable and providing an unbiased estimate of the posterior normalising constant. In this work, we significantly…

Methodology · Statistics 2022-11-24 Samuel Duffield , Sumeetpal S. Singh

This paper develops a comprehensive probabilistic setup to compute approximating functions in active subspaces. Constantine et al. proposed the active subspace method in (Constantine et al., 2014) to reduce the dimension of computational…

Probability · Mathematics 2019-04-09 Mario Teixeira Parente

In this paper we study a nonlinear dual space preconditioning approach for the relaxed Proximal Point Algorithm (PPA) with application to monotone and relatively cohypomonotone inclusions, called anisotropic PPA. The algorithm is an…

Optimization and Control · Mathematics 2025-12-30 Emanuel Laude , Panagiotis Patrinos

multiplication operator on a Hilbert space may be approximated with finite sections by choosing an orthonormal basis of the Hilbert space. Nonzero multiplication operators on $L^2$ spaces of functions are never compact and then such…

Numerical Analysis · Mathematics 2007-05-23 Stefano Serra Capizzano

We consider the application of Koopman theory to nonlinear partial differential equations. We demonstrate that the observables chosen for constructing the Koopman operator are critical for enabling an accurate approximation to the nonlinear…

Pattern Formation and Solitons · Physics 2016-07-26 J. Nathan Kutz , Joshua L. Proctor , Steven L. Brunton

We propose a fast and stable method for constructing matrix approximations to fractional integral operators applied to series in the Chebyshev fractional polynomials. This method utilizes a recurrence relation satisfied by the fractional…

Numerical Analysis · Mathematics 2025-10-31 Xiaolin Liu , Kuan Xu

In this paper, using the concept of $A$-statistical convergence which is a regular (non-matrix) summability method, we obtain a general Korovkin type approximation theorem which concerns the problem of approximating a function $f$ by means…

Classical Analysis and ODEs · Mathematics 2007-05-23 Esra Erkus , Oktay Duman

Most efficient linear solvers use composable algorithmic components, with the most common model being the combination of a Krylov accelerator and one or more preconditioners. A similar set of concepts may be used for nonlinear algebraic…

Numerical Analysis · Mathematics 2016-07-15 Peter R. Brune , Matthew G. Knepley , Barry F. Smith , Xuemin Tu

We introduce certain linear positive operators and study some approximation properties of these operators in the space of functions, continuous on a compact set, of two variables. We also find the order of this approximation by using…

Classical Analysis and ODEs · Mathematics 2007-09-24 Fatma Tasdelen , Ali Olgun , Gulen Bascanbaz-Tunca

We establish a dilation-theoretic characterization of the Choquet order on the space of measures on a compact convex set using ideas from the theory of operator algebras. This yields an extension of Cartier's dilation theorem to the…

Operator Algebras · Mathematics 2021-05-03 Kenneth R. Davidson , Matthew Kennedy

In this brief, we discuss the implementation of a third order semi-implicit differentiator as a complement of the recent work by the author that proposes an interconnected semi-implicit Euler double differentiators algorithm through Taylor…

Numerical Analysis · Mathematics 2024-08-02 Loïc Michel , Jean-Pierre Barbot

We characterize proximity operators, that is to say functions that map a vector to a solution of a penalized least squares optimization problem. Proximity operators of convex penalties have been widely studied and fully characterized by…

Classical Analysis and ODEs · Mathematics 2020-02-24 Rémi Gribonval , Mila Nikolova

The a posteriori error estimator using the least-squares functional can be used for adaptive mesh refinement and error control even if the numerical approximations are not obtained from the corresponding least-squares method. This suggests…

Numerical Analysis · Mathematics 2024-07-19 Ziyan Li , Shun Zhang

It has recently been shown that many of the existing quasi-Newton algorithms can be formulated as learning algorithms, capable of learning local models of the cost functions. Importantly, this understanding allows us to safely start…

Machine Learning · Statistics 2017-04-06 Adrian G. Wills , Thomas B. Schön

The Choquet integral is a powerful aggregation operator which lists many well-known models as its special cases. We look at these special cases and provide their axiomatic analysis. In cases where an axiomatization has been previously given…

Economics · Quantitative Finance 2016-12-01 Mikhail Timonin

Our aim is to construct high order approximation schemes for general semigroups of linear operators $P_{t},t\geq 0$. In order to do it, we fix a time horizon $T $ and the discretization steps $h_{l}=\frac{T}{n^{l}},l\in \mathbb{N}$ and we…

Probability · Mathematics 2019-05-22 Aurélien Alfonsi , Vlad Bally

Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the…

Probability · Mathematics 2013-02-19 Clément Dombry , Paul Jung

In this paper a new general approach is developed to construct and study Lebesgue type decompositions of linear operators $T$ in the Hilbert space setting. The new approach allows to introduce an essentially wider class of Lebesgue type…

Functional Analysis · Mathematics 2023-09-20 Seppo Hassi , Henk de Snoo

We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish…

Statistics Theory · Mathematics 2011-12-13 Li Wang , Xiang Liu , Hua Liang , Raymond J. Carroll