Related papers: An Upper Bound Estimate and Stability for the Glob…
We consider binary classification problems with positive definite kernels and square loss, and study the convergence rates of stochastic gradient methods. We show that while the excess testing loss (squared loss) converges slowly to zero as…
Binary measurements arise naturally in a variety of statistical and engineering applications. They may be inherent to the problem---e.g., in determining the relationship between genetics and the presence or absence of a disease---or they…
We present an accurate spectral integral method (SIM) for the analyses of scattering from multiple circular perfect electric conductor (PEC) cylinders. It solves the coupled surface integral equations by using the Fourier series and…
In this paper, we consider a method for fast numerical computation of the Fourier transform of a slowly decaying function with given accuracy in given ranges of the frequency. In these decades, some useful formulas for the Fourier transform…
Algorithmic stability is a classical approach to understanding and analysis of the generalization error of learning algorithms. A notable weakness of most stability-based generalization bounds is that they hold only in expectation.…
Sequence transformations are valuable numerical tools that have been used with considerable success for the acceleration of convergence and the summation of diverging series. However, our understanding of their theoretical properties is far…
Minimum divergence problems under integral constraints appear throughout statistics and probability, including sequential inference, bandit theory, and distributionally robust optimization. In many such settings, dual representations are…
Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…
In this paper, we study superconvergence properties of the local discontinuous Galerkin method for one-dimensional linear parabolic equations when alternating fluxes are used. We prove, for any polynomial degree $k$, that the numerical…
We first review the convolution fast-Fourier-transform (CFFT) approach for the numerical solution of backward stochastic differential equations (BSDEs) introduced in (Hyndman and Oyono Ngou, 2017). We then propose a method for improving the…
The issue of single-grid discretization error estimator, operating in the postprocessor mode, is addressed in the paper. An ensemble of numerical solutions, obtained using solvers of different accuracy, is shown to provide an upper estimate…
Optimal balance is a non-asymptotic numerical method to compute a point on the slow manifold for certain two-scale dynamical systems. It works by solving a modified version of the system as a boundary value problem in time, where the…
An Ewald decomposition of the two-dimensional Yukawa potential and its derivative is presented for both the periodic and the free-space case. These modified Bessel functions of the second kind of zeroth and first degrees are used e.g. when…
For a twice continuously differentiable function $S$, we define the density function of its gradient (derivative in one dimension) $s = S^{\prime}$ as a random variable transformation of a uniformly distributed random variable using $s$ as…
In \cite{wang2023towards}, a dual-consistent dual-weighted residual-based $h$-adaptive method has been proposed based on a Newton-GMG framework, towards the accurate calculation of a given quantity of interest from Euler equations. The…
We adapt Stein's method of diffusion approximations, developed by Barbour, to the study of chaotic dynamical systems. We establish an error bound in the functional central limit theorem with respect to an integral probability metric of…
Debugging accumulation of floating-point errors is hard; ideally, computer should track it automatically. Here we consider twofold approximation of an exact real with value + error pair of floating-point numbers. Normally, value + error sum…
We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables,…
This work presents a predictive two-point statistical closure framework for turbulence formulated in physical space. A closure model for ensemble-averaged, incompressible homogeneous isotropic turbulence (HIT) is developed as a starting…
In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…