Related papers: Constructive sparse trigonometric approximation an…
Behavior of the entropy numbers of classes of multivariate functions with mixed smoothness is studied here. This problem has a long history and some fundamental problems in the area are still open. The main goal of this paper is to develop…
Motivated by the need to better understand the properties of sparse cutting-planes used in mixed integer programming solvers, the paper [2] studied the idealized problem of how well a polytope is approximated by the use of sparse valid…
In this chapter, we discuss recent work on learning sparse approximations to high-dimensional functions on data, where the target functions may be scalar-, vector- or even Hilbert space-valued. Our main objective is to study how the…
Hyperbolic cross approximation is a special type of multivariate approximation. Recently, driven by applications in engineering, biology, medicine and other areas of science new challenging problems have appeared. The common feature of…
We investigate the performance of a deterministic GREEDY algorithm for the problem of maximizing functions under a partition matroid constraint. We consider non-monotone submodular functions and monotone subadditive functions. Even though…
In this paper we develop the Greedy Recombination Interpolation Method (GRIM) for finding sparse approximations of functions initially given as linear combinations of some (large) number of simpler functions. In a similar spirit to the…
Stochastic optimisation problems minimise expectations of random cost functions. We use 'optimise then discretise' method to solve stochastic optimisation. In our approach, accurate quadrature methods are required to calculate the…
One of the biggest open problems in computational algebra is the design of efficient algorithms for Gr{\"o}bner basis computations that take into account the sparsity of the input polynomials. We can perform such computations in the case of…
We propose novel smooth approximations to the classical rounding function, suitable for differentiable optimization and machine learning applications. Our constructions are based on two approaches: (1) localized sigmoid window functions…
Sparse grids are tailored to the approximation of smooth high-dimensional functions. On a $d$-dimensional tensor product space, the number of grid points is $N = \mathcal O(h^{-1} |\log h|^{d-1})$, where $h$ is a mesh parameter. The…
Functions on a bounded domain in scientific computing are often approximated using piecewise polynomial approximations on meshes that adapt to the shape of the geometry. We study the problem of function approximation using splines on a…
We consider the problem of minimizing the composition of a nonsmooth function with a smooth mapping in the case where the proximity operator of the nonsmooth function can be explicitly computed. We first show that this proximity operator…
The aim of this paper is to apply an original computation method due to Malesevic and Makragic [5] to the problem of approximating some trigonometric functions. Inequalities of Wilker-Cusa-Huygens are discussed, but the method can be…
Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…
In some cases, computational benefit can be gained by exploring the hyper parameter space using a deterministic set of grid points instead of a Markov chain. We view this as a numerical integration problem and make three unique…
We analyse the convergence of the proximal gradient algorithm for convex composite problems in the presence of gradient and proximal computational inaccuracies. We derive new tighter deterministic and probabilistic bounds that we use to…
This paper is concerned with developing an efficient numerical algorithm for fast implementation of the sparse grid method for computing the $d$-dimensional integral of a given function. The new algorithm, called the MDI-SG ({\em multilevel…
This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…
Variational formulations of reconstruction in computed tomography have the notable drawback of requiring repeated evaluations of both the forward Radon transform and either its adjoint or an approximate inverse transform which are…
In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…