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We study integration and $L_2$-approximation on countable tensor products of function spaces of increasing smoothness. We obtain upper and lower bounds for the minimal errors, which are sharp in many cases including, e.g., Korobov, Walsh,…

Numerical Analysis · Mathematics 2021-09-21 M. Gnewuch , M. Hefter , A. Hinrichs , K. Ritter , G. W. Wasilkowski

We present a practical and effective method for rigorously estimating quantities associated to top eigenvalues of transfer operators to very high precision. The method combines explicit error bounds of the Lagrange-Chebyshev approximation…

Dynamical Systems · Mathematics 2023-08-09 Mark Pollicott , Julia Slipantschuk

We established exact in order estimates an approximation of the Sobolev classes $W^{\boldsymbol{r}}_{p,\boldsymbol{\alpha}}(\mathbb{T}^d)$ of periodic functions of many variables with a bounded dominating mixed derivative. The approximation…

Classical Analysis and ODEs · Mathematics 2024-10-17 K. V. Pozharska , A. S. Romanyuk , S. Ya. Yanchenko

The focus of this article is the approximation of functions which are analytic on a compact interval except at the endpoints. Typical numerical methods for approximating such functions depend upon the use of particular conformal maps from…

Numerical Analysis · Mathematics 2014-05-05 Ben Adcock , Mark Richardson

We study tractability properties of the weighted $L_p$-discrepancy. The concept of {\it weighted} discrepancy was introduced by Sloan and Wo\'{z}\-nia\-kowski in 1998 in order to prove a weighted version of the Koksma-Hlawka inequality for…

Numerical Analysis · Mathematics 2024-05-22 Erich Novak , Friedrich Pillichshammer

In this paper, we study optimal quadrature errors, approximation numbers, and sampling numbers in $L_2(\Bbb S^d)$ for Sobolev spaces ${\rm H}^{\alpha,\beta}(\Bbb S^d)$ with logarithmic perturbation on the unit sphere $\Bbb S^d$ in $\Bbb…

Numerical Analysis · Mathematics 2024-01-30 Jiaxin Geng , Yun Ling , Jiansong Li , Heping Wang

We study the selective learning problem introduced by Qiao and Valiant (2019), in which the learner observes $n$ labeled data points one at a time. At a time of its choosing, the learner selects a window length $w$ and a model $\hat\ell$…

Machine Learning · Computer Science 2021-07-01 Mingda Qiao , Gregory Valiant

This paper offers a newly created integral approach for operators employing the orthogonal modified Laguerre polynomials and P\u{a}lt\u{a}nea basis. These operators approximate the functions over the interval $[0,\infty)$. Further, the…

Functional Analysis · Mathematics 2024-05-14 Kapil Kumar , Naokant Deo , Durvesh Kumar Verma

Many machine learning and optimization algorithms can be cast as instances of stochastic approximation (SA). The convergence rate of these algorithms is known to be slow, with the optimal mean squared error (MSE) of order $O(n^{-1})$. In…

Optimization and Control · Mathematics 2024-09-13 Caio Kalil Lauand , Sean Meyn

We develop algorithms for multivariate integration and approximation in the weighted half-period cosine space of smooth non-periodic functions. We use specially constructed tent-transformed rank-1 lattice points as cubature nodes for…

Numerical Analysis · Mathematics 2016-06-03 Ronald Cools , Frances Y. Kuo , Dirk Nuyens , Gowri Suryanarayana

In this article we consider the approximation of compact linear operators defined over tensor product Hilbert spaces. Necessary and sufficient conditions on the singular values of the problem under which we can or cannot achieve different…

Numerical Analysis · Mathematics 2018-11-15 Fred J. Hickernell , Peter Kritzer , Henryk Wozniakowski

We propose local space-time approximation spaces for parabolic problems that are optimal in the sense of Kolmogorov and may be employed in multiscale and domain decomposition methods. The diffusion coefficient can be arbitrarily rough in…

Numerical Analysis · Mathematics 2021-08-25 Julia Schleuß , Kathrin Smetana

We study binary hypothesis testing for i.i.d. observations under a multiplicative context weight. For the optimal weighted total loss, defined as the sum of weighted type-I and type-II losses, we prove the logarithmic asymptotic $$ L_n^* =…

Statistics Theory · Mathematics 2026-05-12 Mark Kelbert , El'mira Yu. Kalimulina

We solve the problem of finding optimal entire approximations of prescribed exponential type (unrestricted, majorant and minorant) for a class of truncated and odd functions with a shifted exponential subordination, minimizing the…

Classical Analysis and ODEs · Mathematics 2021-09-30 Emanuel Carneiro , Friedrich Littmann

We study approximation properties of weighted $L^2$-orthogonal projectors onto the space of polynomials of degree less than or equal to $N$ on the unit disk where the weight is of the generalized Gegenbauer form $x \mapsto…

Numerical Analysis · Mathematics 2017-07-07 Leonardo E. Figueroa

It is known that for a $\rho$-weighted $L_q$-approximation of single variable functions $f$ with the $r$th derivatives in a $\psi$-weighted $L_p$ space, the minimal error of approximations that use $n$ samples of $f$ is proportional to…

Numerical Analysis · Mathematics 2019-07-10 P. Kritzer , F. Pillichshammer , L. Plaskota , G. W. Wasilkowski

Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application,…

Machine Learning · Statistics 2018-05-11 Adam D. Cobb , Stephen J. Roberts , Yarin Gal

We study the performance of the Least Squares Estimator (LSE) in a general nonparametric regression model, when the errors are independent of the covariates but may only have a $p$-th moment ($p\geq 1$). In such a heavy-tailed regression…

Statistics Theory · Mathematics 2018-07-17 Qiyang Han , Jon A. Wellner

In this note we study multivariate integration for permutation-invariant functions from a certain Banach space E_{d,\alpha} of Korobov type in the worst case setting. We present a lower error bound which particularly implies that in…

Numerical Analysis · Mathematics 2013-10-16 Markus Weimar

This paper studies function approximation in Gaussian Sobolev spaces over the real line and measures the error in a Gaussian-weighted $L^p$-norm. We construct two linear approximation algorithms using $n$ function evaluations that achieve…

Numerical Analysis · Mathematics 2026-03-20 Yuya Suzuki , Toni Karvonen