Related papers: Truncation in Average and Worst Case Settings for …
We are interested in approximation of a multivariate function $f(x_1,\dots,x_d)$ by linear combinations of products $u^1(x_1)\cdots u^d(x_d)$ of univariate functions $u^i(x_i)$, $i=1,\dots,d$. In the case $d=2$ it is a classical problem of…
We study a kind of filtering, an amplitude truncation with upper and lower truncation levels x_max and x_min. This is a generalization of the simple transformation y(t)=sgn[x(t)], for which a rigorous result was obtained recently. So far…
For any natural number $k$, consider the $k$-linear Hilbert transform $$ H_k( f_1,\dots,f_k )(x) := \operatorname{p.v.} \int_{\bf R} f_1(x+t) \dots f_k(x+kt)\ \frac{dt}{t}$$ for test functions $f_1,\dots,f_k: {\bf R} \to {\bf C}$. It is…
We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…
We study integration and $L^2$-approximation in the worst-case setting for deterministic linear algorithms based on function evaluations. The underlying function space is a reproducing kernel Hilbert space with a Gaussian kernel of tensor…
We study the approximation of expectations $\E(f(X))$ for Gaussian random elements $X$ with values in a separable Hilbert space $H$ and Lipschitz continuous functionals $f \colon H \to \R$. We consider restricted Monte Carlo algorithms,…
We study the generalization error of functions that interpolate prescribed data points and are selected by minimizing a weighted norm. Under natural and general conditions, we prove that both the interpolants and their generalization errors…
Using the recently developed exact numerical renormalization group (NRG) method, we analyse the NRG truncation errors $\delta \chi$ of the local magnetic susceptibility and $\delta F$ of the free energy for the spin-boson model (SBM). We…
Recently efforts have been made to use generalized sinc functions to perfectly reconstruct various kinds of non-bandlimited signals. As a consequence, perfect reconstruction sampling formulas have been established using such generalized…
In this work we discuss the problem of selecting suitable approximators from families of parameterized elementary functions that are known to be dense in a Hilbert space of functions. We consider and analyze published procedures, both…
This paper is concerned with recovering the solution of a final value problem associated with a parabolic equation involving a non linear source and a non-local term, which to the best of our knowledge has not been studied earlier. It is…
For a function $g\colon\{0,1\}^m\to\{0,1\}$, a function $f\colon \{0,1\}^n\to\{0,1\}$ is called a $g$-polymorphism if their actions commute: $f(g(\mathsf{row}_1(Z)),\ldots,g(\mathsf{row}_n(Z))) =…
Negabent functions as a class of generalized bent functions have attracted a lot of attention recently due to their applications in cryptography and coding theory. In this paper, we consider the constructions of negabent functions over…
Estimation of the mean and covariance functions is a fundamental problem in functional data analysis, particularly for discretely observed functional data. In this work, we study a regularization-based framework for estimating the mean and…
Let $(A_1,\cdots,A_n)$ and $(B_1,\cdots,B_n)$ be $n$-tuples of commuting self-adjoint operators on Hilbert space. For functions $f$ on $\R^n$ satisfying certain conditions, we obtain sharp estimates of the operator norms (or norms in…
Completely random measures (CRMs) and their normalizations are a rich source of Bayesian nonparametric priors. Examples include the beta, gamma, and Dirichlet processes. In this paper we detail two major classes of sequential CRM…
In this chapter, we discuss recent work on learning sparse approximations to high-dimensional functions on data, where the target functions may be scalar-, vector- or even Hilbert space-valued. Our main objective is to study how the…
In this paper we present results on asymptotic characteristics of multivariate function classes in the uniform norm. Our main interest is the approximation of functions with mixed smoothness parameter not larger than $1/2$. Our focus will…
We obtain bounds for probabilities of deviations of the truncated variation functional of fractional Brownian motions (fBm) of any Hurst index $H \in (0,1)$ from their expected values. Obtained bounds are optimal for large values of…
We provide detailed algebra for determining the integrated mean-squared prediction error (IMSPE) of designs of computer experiments, with one factor and one or two points, under the exponential, Gaussian, or either of two Matern correlation…