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Motivated by conforming finite element methods for elliptic problems of second order, we analyze the approximation of the gradient of a target function by continuous piecewise polynomial functions over a simplicial mesh. The main result is…

Numerical Analysis · Mathematics 2018-03-07 Andreas Veeser

We develop greedy algorithms to approximate the optimal solution to the multi-fidelity sensor selection problem, which is a cost constrained optimization problem prescribing the placement and number of cheap (low signal-to-noise) and…

Signal Processing · Electrical Eng. & Systems 2020-05-08 Emily Clark , Steven L. Brunton , J. Nathan Kutz

In approximation of functions based on point values, least-squares methods provide more stability than interpolation, at the expense of increasing the sampling budget. We show that near-optimal approximation error can nevertheless be…

Numerical Analysis · Mathematics 2024-02-14 Abdellah Chkifa , Matthieu Dolbeault

Ensembles of independently trained neural networks are a state-of-the-art approach to estimate predictive uncertainty in Deep Learning, and can be interpreted as an approximation of the posterior distribution via a mixture of delta…

Machine Learning · Computer Science 2022-07-11 Aleksei Tiulpin , Matthew B. Blaschko

We study sparse approximation by greedy algorithms. Our contribution is two-fold. First, we prove exact recovery with high probability of random $K$-sparse signals within $\lceil K(1+\e)\rceil$ iterations of the Orthogonal Matching Pursuit…

Numerical Analysis · Mathematics 2013-04-03 Eugene Livshitz , Vladimir Temlyakov

We describe and implement a randomized algorithm that inputs a polyhedron, thought of as the space of states of some automated guided vehicle $\mathcal{R}$, and outputs an explicit system of piecewise linear motion planners for…

Algebraic Topology · Mathematics 2021-02-25 Carlos Ortiz , Adriana Lara , Jesus Gonzalez , Ayse Borat

In this paper we focus on the linear functionals defining an approximate version of the gradient of a function. These functionals are often used when dealing with optimization problems where the computation of the gradient of the objective…

Optimization and Control · Mathematics 2021-05-21 Marco Boresta , Tommaso Colombo , Alberto De Santis , Stefano Lucidi

The convergence rate is analyzed for the SpaSRA algorithm (Sparse Reconstruction by Separable Approximation) for minimizing a sum $f (\m{x}) + \psi (\m{x})$ where $f$ is smooth and $\psi$ is convex, but possibly nonsmooth. It is shown that…

Optimization and Control · Mathematics 2009-12-10 William Hager , Dzung Phan , Hongchao Zhang

The subspace selection problem seeks a subspace that maximizes an objective function under some constraint. This problem includes several important machine learning problems such as the principal component analysis and sparse dictionary…

Data Structures and Algorithms · Computer Science 2018-05-22 So Nakashima , Takanori Maehara

This paper presents an efficient gradient projection-based method for structural topological optimization problems characterized by a nonlinear objective function which is minimized over a feasible region defined by bilateral bounds and a…

Computational Engineering, Finance, and Science · Computer Science 2020-06-16 Zhi Zeng , Fulei Ma

We present an algorithm for approximating a function defined over a $d$-dimensional manifold utilizing only noisy function values at locations sampled from the manifold with noise. To produce the approximation we do not require any…

Machine Learning · Statistics 2020-08-13 Barak Sober , Yariv Aizenbud , David Levin

It is known that certain structures of the signal in addition to the standard notion of sparsity (called structured sparsity) can improve the sample complexity in several compressive sensing applications. Recently, Hegde et al. proposed a…

Information Theory · Computer Science 2017-01-23 Lingxiao Huang , Yifei Jin , Jian Li , Haitao Wang

The proximal gradient method is a splitting algorithm for the minimization of the sum of two convex functions, one of which is smooth. It has applications in areas such as mechanics, inverse problems, machine learning, image reconstruction,…

Optimization and Control · Mathematics 2025-05-14 Patrick L. Combettes

The problem of minimization of a quadratic functional depending on great number of binary variables is examined. 3 variants of minimization procedure are studied with the aid of computer simulation for spin-glass matrices. It is shown that…

Disordered Systems and Neural Networks · Physics 2009-07-16 Leonid B. Litinskii

We consider the solution of elliptic problems on the tensor product of two physical domains as e.g. present in the approximation of the solution covariance of elliptic partial differential equations with random input. Previous sparse…

Numerical Analysis · Mathematics 2018-02-01 Helmut Harbrecht , Peter Zaspel

We show that a very simple modification of the Pure Greedy Algorithm for approximating functions by sparse sums from a dictionary in a Hilbert or more generally a Banach space has optimal convergence rates on the class of convex…

Numerical Analysis · Mathematics 2015-05-15 Guergana Petrova

Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…

Signal Processing · Electrical Eng. & Systems 2018-08-01 Mario Coutino , Sundeep Prabhakar Chepuri , Geert Leus

Approximating a function with a finite series, e.g., involving polynomials or trigonometric functions, is a critical tool in computing and data analysis. The construction of such approximations via now-standard approaches like least squares…

Optimization and Control · Mathematics 2021-08-30 Dihan Dai , Yekaterina Epshteyn , Akil Narayan

Submodular functions are well-studied in combinatorial optimization, game theory and economics. The natural diminishing returns property makes them suitable for many applications. We study an extension of monotone submodular functions,…

Discrete Mathematics · Computer Science 2014-11-18 Allan Borodin , Dai Tri Man Le , Yuli Ye

The least trimmed squares (LTS) is a reasonable formulation of robust regression whereas it suffers from high computational cost due to the nonconvexity and nonsmoothness of its objective function. The most frequently used FAST-LTS…

Computation · Statistics 2024-10-08 Shotaro Yagishita