English
Related papers

Related papers: Asymptotic analysis of average case approximation …

200 papers

We consider a version of geometric programming problem consisting in minimizing a function given by the maximum of finitely many log-Laplace transforms of discrete nonnegative measures on a Euclidean space. Under a coerciveness assumption,…

Optimization and Control · Mathematics 2025-06-04 Shmuel Friedland , Stéphane Gaubert

Recent results in quantization theory show that the mean-squared expected distortion can reach a rate of convergence of $\mathcal{O}(1/n)$, where $n$ is the sample size [see, e.g., IEEE Trans. Inform. Theory 60 (2014) 7279-7292 or Electron.…

Statistics Theory · Mathematics 2015-04-02 Clément Levrard

Given $\epsilon \in (0,1)$, a probability measure $\mu$ on $\Omega\subset\mathbb{R}^p$ and a semi-algebraic set $K\subset X\times\Omega$, we consider the feasible set $X^*_\epsilon=\{x\in X:{\rm Prob}[(x,\omega)\in K]\geq 1-\epsilon\}$…

Optimization and Control · Mathematics 2017-05-17 Jean-Bernard Lasserre

We study stochastic approximation procedures for approximately solving a $d$-dimensional linear fixed point equation based on observing a trajectory of length $n$ from an ergodic Markov chain. We first exhibit a non-asymptotic bound of the…

Optimization and Control · Mathematics 2024-05-14 Wenlong Mou , Ashwin Pananjady , Martin J. Wainwright , Peter L. Bartlett

We observe a realization of a stationary generalized weighted Voronoi tessellation of the d-dimensional Euclidean space within a bounded observation window. Given a geometric characteristic of the typical cell, we use the minus-sampling…

Probability · Mathematics 2019-06-10 Daniela Flimmel , Zbyněk Pawlas , Joseph E. Yukich

We consider the problem of approximating a function in general nonlinear subsets of $L^2$ when only a weighted Monte Carlo estimate of the $L^2$-norm can be computed. Of particular interest in this setting is the concept of sample…

Numerical Analysis · Mathematics 2021-08-12 Philipp Trunschke

We analyze low rank tensor completion (TC) using noisy measurements of a subset of the tensor. Assuming a rank-$r$, order-$d$, $N \times N \times \cdots \times N$ tensor where $r=O(1)$, the best sampling complexity that was achieved is…

Machine Learning · Computer Science 2017-11-15 Navid Ghadermarzy , Yaniv Plan , Özgür Yılmaz

We examine the task of locating a target region among those induced by intersections of $n$ halfspaces in $\mathbb{R}^d$. This generic task connects to fundamental machine learning problems, such as training a perceptron and learning a…

Machine Learning · Computer Science 2020-10-27 Akash Kumar , Adish Singla , Yisong Yue , Yuxin Chen

We revisit the sample and computational complexity of completing a rank-1 tensor in $\otimes_{i=1}^{N} \mathbb{R}^{d}$, given a uniformly sampled subset of its entries. We present a characterization of the problem (i.e. nonzero entries)…

Data Structures and Algorithms · Computer Science 2024-08-21 Alejandro Gomez-Leos , Oscar López

The parametric complexity is the key quantity in the minimum description length (MDL) approach to statistical model selection. Rissanen and others have shown that the parametric complexity of a statistical model approaches a simple function…

Information Theory · Computer Science 2015-10-30 James G. Dowty

We provide guarantees for learning latent variable models emphasizing on the overcomplete regime, where the dimensionality of the latent space can exceed the observed dimensionality. In particular, we consider multiview mixtures, spherical…

Machine Learning · Computer Science 2014-12-18 Animashree Anandkumar , Rong Ge , Majid Janzamin

We establish a structure theorem for minimizing sequences for the isoperimetric problem on noncompact $\mathsf{RCD}(K,N)$ spaces $(X,\mathsf{d},\mathcal{H}^N)$. Under the sole (necessary) assumption that the measure of unit balls is…

Differential Geometry · Mathematics 2022-08-30 Gioacchino Antonelli , Stefano Nardulli , Marco Pozzetta

We define a stochastic variant of the proximal point algorithm in the general setting of nonlinear (separable) Hadamard spaces for approximating zeros of the mean of a stochastically perturbed monotone vector field and prove its convergence…

Optimization and Control · Mathematics 2025-10-14 Nicholas Pischke

We consider linear approximation based on function evaluations in reproducing kernel Hilbert spaces of certain analytic weighted power series kernels and stationary kernels on the interval $[-1,1]$. Both classes contain the popular Gaussian…

Numerical Analysis · Mathematics 2025-10-03 Toni Karvonen , Yuya Suzuki

We present and study approximate notions of dimensional and margin complexity, which correspond to the minimal dimension or norm of an embedding required to approximate, rather then exactly represent, a given hypothesis class. We show that…

Machine Learning · Computer Science 2020-03-10 Pritish Kamath , Omar Montasser , Nathan Srebro

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

Probability · Mathematics 2013-02-05 Mathew D. Penrose , Andrew R. Wade

We present a unified framework to study threshold functions for the existence of solutions to linear systems of equations in random sets which includes arithmetic progressions, sum-free sets, $B_{h}[g]$-sets and Hilbert cubes. In…

Combinatorics · Mathematics 2019-02-05 Juanjo Rué , Christoph Spiegel , Ana Zumalacárregui

We consider the problem $(\mathrm{P})$ of fitting $n$ standard Gaussian random vectors in $\mathbb{R}^d$ to the boundary of a centered ellipsoid, as $n, d \to \infty$. This problem is conjectured to have a sharp feasibility transition: for…

Probability · Mathematics 2024-10-03 Afonso S. Bandeira , Antoine Maillard , Shahar Mendelson , Elliot Paquette

We consider the random field M(t)=\sup_{n\geq 1}\big\{-\log A_{n}+X_{n}(t)\big\}\,,\qquad t\in T\, for a set $T\subset \mathbb{R}^{m}$, where $(X_{n})$ is an iid sequence of centered Gaussian random fields on $T$ and $0<A_{1}<A_{2}<\cdots $…

Probability · Mathematics 2018-03-28 Zhipeng Liu , Jose H. Blanchet , A. B. Dieker , Thomas Mikosch

We examine the necessary and sufficient complexity of neural networks to approximate functions from different smoothness spaces under the restriction of encodable network weights. Based on an entropy argument, we start by proving lower…

Functional Analysis · Mathematics 2020-09-21 Ingo Gühring , Mones Raslan