Related papers: Multivariate approximation in downward closed poly…

When implementing regular enough functions (e.g., elementary or special functions) on a computing system, we frequently use polynomial approximations. In most cases, the polynomial that best approximates (for a given distance and in a given…

We enhance the approximation capabilities of algebraic polynomials by composing them with homeomorphisms. This composition yields families of functions that remain dense in the space of continuous functions, while enabling more accurate…

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

We present a Fourier-based approach for high-dimensional function approximation. To this end, we analyze the truncated ANOVA (analysis of variance) decomposition and learn the anisotropic smoothness properties of the target function from…

We study multivariate problems like function approximation, numerical integration, global optimization and dispersion. We obtain new results on the information complexity $n(\varepsilon,d)$ of these problems. The information complexity is…

A deep approximation is an approximating function defined by composing more than one layer of simple functions. We study deep approximations of functions of one variable using layers consisting of low-degree polynomials or simple conformal…

Estimation is the computational task of recovering a hidden parameter $x$ associated with a distribution $D_x$, given a measurement $y$ sampled from the distribution. High dimensional estimation problems arise naturally in statistics,…

Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…

In this paper we consider the problem of constructing numerical algorithms for approximating of convex compact bodies in d-dimensional Euclidean space by polytopes with any given accuracy. It is well known that optimal with respect to the…

The problem of minimizing a polynomial over a set of polynomial inequalities is an NP-hard non-convex problem. Thanks to powerful results from real algebraic geometry, one can convert this problem into a nested sequence of…

In this paper we develop a new machinery to study the capacity of artificial neural networks (ANNs) to approximate high-dimensional functions without suffering from the curse of dimensionality. Specifically, we introduce a concept which we…

Stochastic collocation methods for approximating the solution of partial differential equations with random input data (e.g., coefficients and forcing terms) suffer from the curse of dimensionality whereby increases in the stochastic…

Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…

Solving large-scale optimization on-the-fly is often a difficult task for real-time computer graphics applications. To tackle this challenge, model reduction is a well-adopted technique. Despite its usefulness, model reduction often…

Polynomial regression is a basic primitive in learning and statistics. In its most basic form the goal is to fit a degree $d$ polynomial to a response variable $y$ in terms of an $n$-dimensional input vector $x$. This is extremely…

We provide a general framework to construct finite dimensional approximations of the space of convex functions, which also applies to the space of c-convex functions and to the space of support functions of convex bodies. We give estimates…

Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…

Generalizing both mixed-integer linear optimization and convex optimization, mixed-integer convex optimization possesses broad modeling power but has seen relatively few advances in general-purpose solvers in recent years. In this paper, we…

Parametrized families of PDEs arise in various contexts such as inverse problems, control and optimization, risk assessment, and uncertainty quantification. In most of these applications, the number of parameters is large or perhaps even…

Over the last decade, approximating functions in infinite dimensions from samples has gained increasing attention in computational science and engineering, especially in computational uncertainty quantification. This is primarily due to the…