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We present $\texttt{BHM}$, a tool for restoring a smooth function from a sampled histogram using the bin hierarchy method. The theoretical background of the method is presented in [arXiv:1707.07625]. The code automatically generates a…

Other Statistics · Statistics 2019-10-23 Olga Goulko , Alexander Gaenko , Emanuel Gull , Nikolay Prokof'ev , Boris Svistunov

In signal processing, several applications involve the recovery of a function given noisy modulo samples. The setting considered in this paper is that the samples corrupted by an additive Gaussian noise are wrapped due to the modulo…

Statistics Theory · Mathematics 2021-12-06 Michaël Fanuel , Hemant Tyagi

We introduce a class of integral theorems based on cyclic functions and Riemann sums approximating integrals. The Fourier integral theorem, derived as a combination of a transform and inverse transform, arises as a special case. The…

Computation · Statistics 2022-03-22 Nhat Ho , Stephen G. Walker

A detailed study of the Frohlich polaron model is performed on the basis of diagrammatic quantum Monte Carlo method. The method is further developed both quantitatively (performance) and qualitatively (new estimators), and is enhanced by…

Statistical Mechanics · Physics 2007-05-23 A. S. Mishchenko , N. V. Prokof'ev , A. Sakamoto , B. V. Svistunov

The characterization of a binary function by partial frequency information is considered. We show that it is possible to reconstruct binary signals from incomplete frequency measurements via the solution of a simple linear optimization…

Information Theory · Computer Science 2012-04-19 Yu Mao

This paper investigates a class of algorithms for numerical integration of a function in d dimensions over a compact domain by Monte Carlo methods. We construct a histogram approximation to the function using a partition of the integration…

Computational Physics · Physics 2015-06-11 Rudy Arthur , A. D. Kennedy

This paper concerns with iterative schemes for the perfect reconstruction of functions belonging to multiresolution spaces on bounded manifolds from nonuniform sampling. The schemes have optimal complexity in the sense that the…

Numerical Analysis · Mathematics 2007-05-23 Massimo Fornasier , Laura Gori

We initiate a program of average smoothness analysis for efficiently learning real-valued functions on metric spaces. Rather than using the Lipschitz constant as the regularizer, we define a local slope at each point and gauge the function…

Statistics Theory · Mathematics 2020-11-10 Yair Ashlagi , Lee-Ad Gottlieb , Aryeh Kontorovich

Functional data registration is a necessary processing step for many applications. The observed data can be inherently noisy, often due to measurement error or natural process uncertainty, which most functional alignment methods cannot…

Methodology · Statistics 2021-06-09 J. Derek Tucker , Lyndsay Shand , Kenny Chowdhary

These notes are intended as a detailed discussion on how to implement the diagrammatic Monte Carlo method for a physical system which is technically simple and where it works extremely well, namely the Fr\"ohlich polaron problem. Sampling…

Statistical Mechanics · Physics 2019-07-02 Jonas Greitemann , Lode Pollet

The minimization of convex functions which are only available through partial and noisy information is a key methodological problem in many disciplines. In this paper we consider convex optimization with noisy zero-th order information,…

Machine Learning · Computer Science 2016-05-27 Francis Bach , Vianney Perchet

Functional data are defined as realizations of random functions (mostly smooth functions) varying over a continuum, which are usually collected with measurement errors on discretized grids. In order to accurately smooth noisy functional…

Methodology · Statistics 2016-12-13 Jingjing Yang , Dennis D. Cox , Jong Soo Lee , Peng Ren , Taeryon Choi

The problem of recovering partial derivatives of high orders of bivariate functions with finite smoothness is studied. Based on the truncation method, a numerical differentiation algorithm was constructed, which is optimal by the order,…

Numerical Analysis · Mathematics 2023-09-12 Y. V. Semenova , S. G. Solodky

We study the complexity of approximating integrals of smooth functions at absolute precision $\varepsilon > 0$ with confidence level $1 - \delta \in (0,1)$. The optimal error rate for multivariate functions from classical isotropic Sobolev…

Numerical Analysis · Mathematics 2018-09-27 Robert J. Kunsch , Daniel Rudolf

We propose a new iterative unfolding method for experimental data, making use of a regularization function. The use of this function allows one to build an improved normalization procedure for Monte Carlo spectra, unbiased by the presence…

Data Analysis, Statistics and Probability · Physics 2009-07-23 Bogdan Malaescu

We study a Monte Carlo algorithm that is based on a specific (randomly shifted and dilated) lattice point set. The main result of this paper is that the mean squared error for a given compactly supported, square-integrable function is…

Numerical Analysis · Mathematics 2017-06-22 Mario Ullrich

This paper presents some results on a well-known problem in Algebraic Signal Sampling and in other areas of applied mathematics: reconstruction of piecewise-smooth functions from their integral measurements (like moments, Fourier…

Classical Analysis and ODEs · Mathematics 2009-01-30 Dima Batenkov , Niv Sarig , Yosef Yomdin

We give a short survey of recent results on sparse-grid linear algorithms of approximate recovery and integration of functions possessing a unweighted or weighted Sobolev mixed smoothness based on their sampled values at a certain finite…

Numerical Analysis · Mathematics 2024-03-12 Dinh Dũng

We introduce a novel method for encoding integers using smooth real-valued functions whose integral properties implicitly reflect discrete quantities. In contrast to classical representations, where the integer appears as an explicit…

Optimization and Control · Mathematics 2025-05-06 Stanislav Semenov

We studied linear weighted sampling algorithms and their optimality for approximate recovery of functions with mixed smoothness on $\mathbb{R}^d$ from a set of $n$ their sampled values. Functions to be recovered are in weighted Sobolev…

Numerical Analysis · Mathematics 2025-11-11 Dinh Dũng
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