Related papers: Large-Scale Computation of ${\mathcal L}_\infty$-N…
We design a new algorithm for solving parametric systems having finitely many complex solutions for generic values of the parameters. More precisely, let $f = (f_1, \ldots, f_m)\subset \mathbb{Q}[y][x]$ with $y = (y_1, \ldots, y_t)$ and $x…
Motivated by classical results of approximation theory, we define an Hermite-type interpolation in terms of $n$-dimensional subspaces of the space of $n$ times continuously differentiable functions. In the main result of this paper, we…
In this paper we characterize the Lebesgue Bochner spaces $L^p(\mathbb{R}^n,B)$, $1<p<\infty$, by using Littlewood-Paley $g$-functions in the Hermite setting, provided that $B$ is a UMD Banach space. We use $\gamma$-radonifying operators…
This work concerns the global minimization of a prescribed eigenvalue or a weighted sum of prescribed eigenvalues of a Hermitian matrix-valued function depending on its parameters analytically in a box. We describe how the analytical…
Minimization of the $L_\infty$ norm, which can be viewed as approximately solving the non-convex least median estimation problem, is a powerful method for outlier removal and hence robust regression. However, current techniques for solving…
We consider a class of operator-induced norms, acting as finite-dimensional surrogates to the L2 norm, and study their approximation properties over Hilbert subspaces of L2 . The class includes, as a special case, the usual empirical norm…
The well known result of Bourgain and Kwapie\'n states that the projection $P_{\leq m}$ onto the subspace of the Hilbert space $L^2\left(\Omega^\infty\right)$ spanned by functions dependent on at most $m$ variables is bounded in $L^p$ with…
This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the true rank, our procedure is robust to rank misspecification,…
While Pad\'e approximation is a general method for improving convergence of series expansions, Gell-Mann--Low renormalization group normally relies on the presence of special symmetries. We show that in the single-variable case, the latter…
This paper deals with the dimension reduction for high-dimensional time series based on common factors. In particular we allow the dimension of time series $p$ to be as large as, or even larger than, the sample size $n$. The estimation for…
We describe ways to define and calculate $L_1$-norm signal subspaces which are less sensitive to outlying data than $L_2$-calculated subspaces. We start with the computation of the $L_1$ maximum-projection principal component of a data…
Let $(X,d)$ be a proper ultrametric space. Given a measure $m$ on $X$ and a function $C(B)$ defined on the set of all non-singleton balls $B$ we consider the hierarchical Laplacian $L=L_{C}$. Choosing a sequence $\{\varepsilon (B)\}$ of…
We design a Quasi-Polynomial time deterministic approximation algorithm for computing the integral of a multi-dimensional separable function, supported by some underlying hyper-graph structure, appropriately defined. Equivalently, our…
We propose a new method for computing the $\varphi$-functions of large sparse matrices with low rank or fast decaying singular values. The key is to reduce the computation of $\varphi_{\ell}$-functions of a large matrix to…
Kernel methods are versatile tools for function approximation and surrogate modeling. In particular, greedy techniques offer computational efficiency and reliability through inherent sparsity and provable convergence. Inspired by the…
We consider the optimization of pairwise objective functions, i.e., objective functions of the form $H(\mathbf{x}) = H(x_1,\ldots,x_N) = \sum_{1\leq i<j \leq N} H_{ij}(x_i,x_j)$ for $x_i$ in some continuous state spaces $\mathcal{X}_i$.…
We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…
Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…
The standard greedy algorithm has been recently shown to enjoy approximation guarantees for constrained non-submodular nondecreasing set function maximization. While these recent results allow to better characterize the empirical success of…
We review existing methods for implementing smooth functions f(A) of a sparse Hermitian matrix A on a quantum computer, and analyse a further combination of these techniques which has some advantages of simplicity and resource consumption…