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In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…

Machine Learning · Statistics 2015-06-02 Nicholas G. Polson , James G. Scott , Brandon T. Willard

We consider the problem of matrix approximation and denoising induced by the Kronecker product decomposition. Specifically, we propose to approximate a given matrix by the sum of a few Kronecker products of matrices, which we refer to as…

Statistics Theory · Mathematics 2020-08-28 Chencheng Cai , Rong Chen , Han Xiao

The purpose of this paper is twofold. First, basic concepts such as Gamma function, almost convergence, fractional order difference operator and sequence spaces are given as a survey character. Thus, the current knowledge about those…

Functional Analysis · Mathematics 2016-10-04 Murat Kirisci , Ugur Kadak

This paper considers several approximate operators used in a particle method based on a Voronoi diagram. We introduce and study our approximate operators on gradient and Laplace operators. We derive error estimates for these approximate…

Numerical Analysis · Mathematics 2023-01-18 Hajime Koba , Kazuki Sato

Low-rank approximations are essential in modern data science. The interpolative decomposition provides one such approximation. Its distinguishing feature is that it reuses columns from the original matrix. This enables it to preserve matrix…

Numerical Analysis · Mathematics 2022-06-08 Rishi Advani , Sean O'Hagan

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which…

Numerical Analysis · Mathematics 2014-04-29 Nathan Halko , Per-Gunnar Martinsson , Joel A. Tropp

The purpose of this paper is to study the approximation of vector valued mappings defined on a subset of a normed space. We investigate Korovkin-type conditions under which a given sequence of linear operators becomes a so-called…

Functional Analysis · Mathematics 2007-05-23 Lorenzo D'Ambrosio

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as…

Numerical Analysis · Computer Science 2018-01-03 Joel A. Tropp , Alp Yurtsever , Madeleine Udell , Volkan Cevher

Purpose of writing this paper is to solve a transcendental function containing a product of a variable and its double exponential by a unique method of approximation. If the value of the said product is given, then its inverse function is…

Numerical Analysis · Mathematics 2025-11-25 Narinder Kumar Wadhawan

In this paper, we describe a low-rank matrix completion method based on matrix decomposition. An incomplete matrix is decomposed into submatrices which are filled with a proposed trimming step and then are recombined to form a low-rank…

Numerical Analysis · Mathematics 2010-06-29 Rick Ma , Samuel Cheng

This work proposes and analyzes a compressed sensing approach to polynomial approximation of complex-valued functions in high dimensions. Of particular interest is the setting where the target function is smooth, characterized by a rapidly…

Numerical Analysis · Mathematics 2020-01-22 Abdellah Chkifa , Nick Dexter , Hoang Tran , Clayton G. Webster

In this paper we propose an approach to approximate a truncated singular value decomposition of a large structured matrix. By first decomposing the matrix into a sum of Kronecker products, our approach can be used to approximate a large…

Numerical Analysis · Mathematics 2018-04-03 Clarissa Garvey , Chang Meng , James G. Nagy

Many data analysis applications deal with large matrices and involve approximating the matrix using a small number of ``components.'' Typically, these components are linear combinations of the rows and columns of the matrix, and are thus…

Data Structures and Algorithms · Computer Science 2007-08-29 Petros Drineas , Michael W. Mahoney , S. Muthukrishnan

We present a method for the numerical calculation of derivatives of functions of general complex matrices. The method can be used in combination with any algorithm that evaluates or approximates the desired matrix function, in particular…

High Energy Physics - Lattice · Physics 2016-10-13 M. Puhr , P. V. Buividovich

We design a sublinear-time approximation algorithm for quadratic function minimization problems with a better error bound than the previous algorithm by Hayashi and Yoshida (NIPS'16). Our approximation algorithm can be modified to handle…

Data Structures and Algorithms · Computer Science 2018-06-29 Amit Levi , Yuichi Yoshida

The Koopman operator approach provides a powerful linear description of nonlinear dynamical systems in terms of the evolution of observables. While the operator is typically infinite-dimensional, it is crucial to develop finite-dimensional…

Dynamical Systems · Mathematics 2025-03-03 Rishikesh Yadav , Alexandre Mauroy

We consider approximation by functions with finite support and characterize its approximation spaces in terms of interpolation spaces and Lorentz spaces.

Classical Analysis and ODEs · Mathematics 2017-07-05 Bo Ling , Yongping Liu

Computation of the trace of a matrix function plays an important role in many scientific computing applications, including applications in machine learning, computational physics (e.g., lattice quantum chromodynamics), network analysis and…

Data Structures and Algorithms · Computer Science 2017-03-10 Insu Han , Dmitry Malioutov , Haim Avron , Jinwoo Shin

Universal approximation theorem suggests that a shallow neural network can approximate any function. The input to neurons at each layer is a weighted sum of previous layer neurons and then an activation is applied. These activation…

Machine Learning · Computer Science 2020-10-30 Bhaavan Goel

A recently developed numerical method for the calculation of derivatives of functions of general complex matrices, which can also be combined with implicit matrix function approximations such as Krylov-Ritz type algorithms, is presented. An…

High Energy Physics - Lattice · Physics 2016-11-02 M. Puhr , P. V. Buividovich