Related papers: Data Assimilation in Reduced Modeling

We study the problem of exact completion for $m \times n$ sized matrix of rank $r$ with the adaptive sampling method. We introduce a relation of the exact completion problem with the sparsest vector of column and row spaces (which we call…

We propose a novel adaptive learning algorithm based on iterative orthogonal projections in the Cartesian product of multiple reproducing kernel Hilbert spaces (RKHSs). The task is estimating/tracking nonlinear functions which are supposed…

In this work we address the subspace recovery problem. Given a set of data samples (vectors) approximately drawn from a union of multiple subspaces, our goal is to segment the samples into their respective subspaces and correct the possible…

High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…

We present a unified theoretical framework for parametric low-rank approximation, a research area devoted to the development of efficient algorithms that act as adaptive alternatives of traditional methods such as Singular Value…

The reproducing kernel Hilbert space (RKHS) embedding method is a recently introduced estimation approach that seeks to identify the unknown or uncertain function in the governing equations of a nonlinear set of ordinary differential…

We propose a new practical adaptive refinement strategy for $hp$-finite element approximations of elliptic problems. Following recent theoretical developments in polynomial-degree-robust a posteriori error analysis, we solve two types of…

Estimating the geometric median of a dataset is a robust counterpart to mean estimation, and is a fundamental problem in computational geometry. Recently, [HSU24] gave an $(\varepsilon, \delta)$-differentially private algorithm obtaining an…

We develop innovative algorithms for solving the strong-constraint formulation of four-dimensional variational data assimilation in large-scale applications. We present a space-time decomposition approach that employs domain decomposition…

In this paper, the $\mathcal{H}_{2}$ optimal approximation of a $n_{y}\times{n_{u}}$ transfer function $\mathbf{G}(s)$ by a finite dimensional system $\hat{\mathbf{H}}_{d}(s)$ including input/output delays, is addressed. The underlying…

Data assimilation is the process to fuse information from priors, observations of nature, and numerical models, in order to obtain best estimates of the parameters or state of a physical system of interest. Presence of large errors in some…

A key problem in approximation theory is the recovery of high-dimensional functions from samples. In many cases, the functions of interest exhibit anisotropic smoothness, and, in many practical settings, the nature of this anisotropy may be…

This work is devoted to the development and analysis of a linearization algorithm for microscopic elliptic equations, with scaled degenerate production, posed in a perforated medium and constrained by the homogeneous Neumann-Dirichlet…

Model reduction attempts to guarantee a desired "model quality", e.g. given in terms of accuracy requirements, with as small a model size as possible. This article highlights some recent developments concerning this issue for the so called…

Inspired by multi-fidelity methods in computer simulations, this article introduces procedures to design surrogates for the input/output relationship of a high-fidelity code. These surrogates should be learned from runs of both the…

Whereas recovery of the manifold from data is a well-studied topic, approximation rates for functions defined on manifolds are less known. In this work, we study a regression problem with inputs on a $d^*$-dimensional manifold that is…

We study the following basic machine learning task: Given a fixed set of $d$-dimensional input points for a linear regression problem, we wish to predict a hidden response value for each of the points. We can only afford to attain the…

Aggregation constraints, arising from geographical or sectoral division, frequently emerge in a large set of time series. Coherent forecasts of these constrained series are anticipated to conform to their hierarchical structure organized by…

We consider $L^2$-approximation on weighted reproducing kernel Hilbert spaces of functions depending on infinitely many variables. We focus on unrestricted linear information, admitting evaluations of arbitrary continuous linear…

This paper presents an efficient algorithm for the approximation of the rank-one convex hull in the context of nonlinear solid mechanics. It is based on hierarchical rank-one sequences and simultaneously provides first and second derivative…