Related papers: Stable extrapolation of analytic functions

We consider autonomous stochastic ordinary differential equations (SDEs) and weak approximations of their solutions for a general class of sufficiently smooth path-dependent functionals f. Based on tools from functional It\^o calculus, such…

We study the problem of global maximization of a function f given a finite number of evaluations perturbed by noise. We consider a very weak assumption on the function, namely that it is locally smooth (in some precise sense) with respect…

Let $B_E$ be the open unit ball of a complex finite or infinite dimensional Hilbert space. If $f$ belongs to the space $\mathcal{B}(B_E)$ of Bloch functions on $B_E$, we prove that the dilation map given by $x \mapsto (1-\|x\|^2)…

We prove a pointwise estimate for the decreasing rearrangement of $Tf$, where $T$ is any sublinear operator satisfying the weak-type boundedness $$ T:L^{p,1}(\mu) \to L^{p,\infty}(\nu), \quad \forall p: 1<p_0 < p\leq p_1<\infty, $$ with…

The main contribution of this paper is a mathematical definition of statistical sparsity, which is expressed as a limiting property of a sequence of probability distributions. The limit is characterized by an exceedance measure~$H$ and a…

Weighted average sampling is more practical and numerically more stable than sampling at single points as in the classical Shannon sampling framework. Using the frame theory, one can completely reconstruct a bandlimited function from its…

Graph-based approximation methods are of growing interest in many areas, including transportation, biological and chemical networks, financial models, image processing, network flows, and more. In these applications, often a basis for the…

The problem of extrapolating asymptotic perturbation-theory expansions in powers of a small variable to large values of the variable tending to infinity is investigated. The analysis is based on self-similar approximation theory. Several…

An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…

An analytical method is advanced for constructing interpolation formulae for complicated problems of statistical mechanics, in which just a few terms of asymptotic expansions are available. The method is based on the self-similar…

In this paper, we present a rigorous analysis of root-exponential convergence of Hermite approximations, including projection and interpolation methods, for functions that are analytic in an infinite strip containing the real axis and…

As early as the 1930s, P\'al Erd\H{o}s conjectured that: {\em for any multiplicative function $f:\mathbb{N}\to\{-1,1\}$, the partial sums $\sum_{n\leq x}f(n)$ are unbounded.} Considering this conjecture, in this paper we consider…

We consider stochastic difference equation x_{n+1} = x_n (1 - h f(x_n) + \sqrt{h} g(x_n) \xi_{n+1}), where functions f and g are nonlinear and bounded, random variables \xi_i are independent and h>0 is a nonrandom parameter. We establish…

Let $T$ be an arbitrary operator bounded from $L^{p_0}(w)$ into $L^{p_0, \infty}(w)$ for every weight $w$ in the Muckenhoupt class $A_{p_0}$. It is proved in this article that the distribution function of $Tf$ with respect to any weight $u$…

We propose an extrapolation technique that allows accuracy improvement of the discrete dipole approximation computations. The performance of this technique was studied empirically based on extensive simulations for 5 test cases using many…

The problem of maximizing non-negative monotone submodular functions under a certain constraint has been intensively studied in the last decade. In this paper, we address the problem for functions defined over the integer lattice. Suppose…

In a stochastic probing problem we are given a universe $E$, where each element $e \in E$ is active independently with probability $p_e$, and only a probe of e can tell us whether it is active or not. On this universe we execute a process…

This paper deals with unit root issues in time series analysis. It has been known for a long time that unit root tests may be flawed when a series although stationary has a root close to unity. That motivated recent papers dedicated to…

An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that this algorithm needs at most…

Let $M(x)$ denote the median largest prime factor of the integers in the interval $[1,x]$. We prove that $$M(x)=x^{\frac{1}{\sqrt{e}}\exp(-\text{li}_{f}(x)/x)}+O_{\epsilon}(x^{\frac{1}{\sqrt{e}}}e^{-c(\log x)^{3/5-\epsilon}})$$ where…