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We investigate regularized algorithms combining with projection for least-squares regression problem over a Hilbert space, covering nonparametric regression over a reproducing kernel Hilbert space. We prove convergence results with respect…

Machine Learning · Statistics 2018-10-09 Junhong Lin , Volkan Cevher

We analyze a reliable and efficient max-norm a posteriori error estimator for a control-constrained, linear-quadratic optimal control problem. The estimator yields optimal experimental rates of convergence within an adaptive loop.

Numerical Analysis · Mathematics 2017-11-21 Alejandro Allendes , Enrique Otarola , Richard Rankin , Abner J. Salgado

We present the first optimal rates for infinite-dimensional vector-valued ridge regression on a continuous scale of norms that interpolate between $L_2$ and the hypothesis space, which we consider as a vector-valued reproducing kernel…

Machine Learning · Statistics 2024-08-07 Zhu Li , Dimitri Meunier , Mattes Mollenhauer , Arthur Gretton

This paper proposes a two-point inertial proximal point algorithm to find zero of maximal monotone operators in Hilbert spaces. We obtain weak convergence results and non-asymptotic $O(1/n)$ convergence rate of our proposed algorithm in…

Optimization and Control · Mathematics 2022-07-21 Olaniyi S. Iyiola , Yekini Shehu

In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…

Functional Analysis · Mathematics 2010-10-26 Kristian Bredies , Dirk A. Lorenz

The 2-sets convex feasibility problem aims at finding a point in the nonempty intersection of two closed convex sets $A$ and $B$ in a Hilbert space $X$. The method of alternating projections is the simplest iterative procedure for finding a…

Optimization and Control · Mathematics 2020-06-29 Carlo A. De Bernardi , Enrico Miglierina

In 1933 von Neumann proved a beautiful result that one can approximate a point in the intersection of two convex sets by alternating projections, i.e., successively projecting on one set and then the other. This algorithm assumes that one…

Optimization and Control · Mathematics 2026-04-09 Gábor Braun , Sebastian Pokutta , Robert Weismantel

Finite difference method as a popular numerical method has been widely used to solve fractional diffusion equations. In the general spatial error analyses, an assumption $u\in C^{4}(\bar{\Omega})$ is needed to preserve $\mathcal{O}(h^{2})$…

Numerical Analysis · Mathematics 2023-02-07 Daxin Nie , Jing Sun , Weihua Deng

We consider convergence of alternating projections between non-convex sets and obtain applications to convergence of the Gerchberg-Saxton error reduction method, of the Gaussian expectation-maximization algorithm, and of Cadzow's algorithm.

Numerical Analysis · Mathematics 2021-04-07 Dominikus Noll

The averaged alternating modified reflections algorithm is a projection method for finding the closest point in the intersection of closed convex sets to a given point in a Hilbert space. In this work, we generalize the scheme so that it…

Optimization and Control · Mathematics 2024-01-03 F. J. Aragón Artacho , R. Campoy

Projective splitting is a family of methods for solving inclusions involving sums of maximal monotone operators. First introduced by Eckstein and Svaiter in 2008, these methods have enjoyed significant innovation in recent years, becoming…

Optimization and Control · Mathematics 2020-02-19 Patrick R. Johnstone , Jonathan Eckstein

We develop a projected least squares estimator for the change point parameter in a high dimensional time series model with a potential change point. Importantly we work under the setup where the jump size may be near the boundary of the…

Statistics Theory · Mathematics 2019-09-19 Abhishek Kaul , Venkata K Jandhyala , Stergios B Fotopoulos

The computational complexity of simultaneous inference methods in high-dimensional linear regression models quickly increases with the number variables. This paper proposes a computationally efficient method based on the Moore-Penrose…

Statistics Theory · Mathematics 2021-02-02 Tom Boot , Didier Nibbering

This paper is to analyze the approximation solution of a split variational inclusion problem in the framework of infinite dimensional Hilbert spaces. For this purpose, several inertial hybrid and shrinking projection algorithms are proposed…

Optimization and Control · Mathematics 2024-09-17 Zheng Zhou , Bing Tan , Songxiao Li

We propose a method for solving constrained fixed point problems involving compositions of Lipschitz pseudo contractive and firmly nonexpansive operators in Hilbert spaces. Each iteration of the method uses separate evaluations of these…

Optimization and Control · Mathematics 2011-01-10 Luis M. Briceño-Arias

The seminal result of Johnson and Lindenstrauss on random embeddings has been intensively studied in applied and theoretical computer science. Despite that vast body of literature, we still lack of complete understanding of statistical…

Machine Learning · Computer Science 2021-04-13 Maciej Skorski

This paper deals with minimax rates of convergence for estimation of density functions on the real line. The densities are assumed to be location mixtures of normals, a global regularity requirement that creates subtle difficulties for the…

Statistics Theory · Mathematics 2014-10-22 Arlene K. H. Kim

This paper derives error bounds for regression in continuous time over subsets of certain types of Riemannian manifolds.The regression problem is typically driven by a nonlinear evolution law taking values on the manifold, and it is cast as…

Dynamical Systems · Mathematics 2022-09-09 Nathan Powell , Jia Guo , Sai Tej Parachuri , John Burns , Boone Estes , Andrew Kurdila

The purpose of this work is the design and analysis of a reliable and efficient a posteriori error estimator for the so-called pointwise tracking optimal control problem. This linear-quadratic optimal control problem entails the…

Numerical Analysis · Mathematics 2016-08-30 Alejandro Allendes , Enrique Otarola , Richard Rankin , Abner J. Salgado

The paper presents analytic expressions of minimax (worst-case) estimates for solutions of linear abstract Neumann problems in Hilbert space with uncertain (not necessarily bounded!) inputs and boundary conditions given incomplete…

Optimization and Control · Mathematics 2017-12-27 Alexander Nakonechnyi , Sergiy Zhuk
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