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In this paper we estimate the expected error of a stochastic approximation algorithm where the maximum of a function is found using finite differences of a stochastic representation of that function. An error estimate of $O(n^{-1/5})$ for…
In this paper we propose two proximal gradient algorithms for fractional programming problems in real Hilbert spaces, where the numerator is a proper, convex and lower semicontinuous function and the denominator is a smooth function, either…
We give a new explicitly invertible approximation of the normal cumulative distribution function: $\Phi(x) \simeq 1/2 + 1/2 \sqrt{1-{e}^{-x^2\frac{17+{x}^{2}}{26.694+2x^2}}}$, $\forall x \ge 0$, with absolute error $<4.00\cdot 10^{-5}$,…
Approximating the action of a matrix function $f(\mathbf{A})$ on a vector $\mathbf{b}$ is an increasingly important primitive in machine learning, data science, and statistics, with applications such as sampling high dimensional Gaussians,…
Over the past a few years, research and development has made significant progresses on big data analytics. A fundamental issue for big data analytics is the efficiency. If the optimal solution is unable to attain or not required or has a…
We propose a two-phase systematical framework for approximation algorithm design and analysis via Lyapunov function. The first phase consists of using Lyapunov function as an input and outputs a continuous-time approximation algorithm with…
Accurate yet efficient computation of the Voigt and complex error function is a challenge since decades in astrophysics and other areas of physics. Rational approximations have attracted considerable attention and are used in many codes,…
We introduce a lazy approach to the explanation-based approximation of probabilistic logic programs. It uses only the most significant part of the program when searching for explanations. The result is a fast and anytime approximate…
Following our earlier research, we use the method introduced by the author in \cite{prevost1996} named Remainder Pad\'e Approximant in \cite{rivoalprevost}, to construct approximations of the Hurwitz zeta function. We prove that these…
This paper describes a practical methodology for computing the Hardy function Z(t), using just O(((t/epsilon)^(1/3))*(log(t))^(2+o(1)))) standard computational operations, to a tolerance of epsilon in the relative error. The methodology is…
The reciprocal function, 1/x, is important for many real-time algorithms. It is used in a large variety of algorithms from areas ranging from iterative estimation to machine learning. Many of these algorithms are iterative in nature and…
We present two approximate versions of the proximal subgradient method for minimizing the sum of two convex functions (not necessarily differentiable). The algorithms involve, at each iteration, inexact evaluations of the proximal operator…
In this paper, we describe two novel changes to the Baskakov-Durrmeyer operators that improve their approximation performance. These improvements are especially designed to produce higher rates of convergence, with orders of one or two.…
Numerical approximate computation can solve large and complex problems fast. It has the advantage of high efficiency. However it only gives approximate results, whereas we need exact results in many fields. There is a gap between…
For compact self-adjoint operators in Hilbert spaces, two algorithms are proposed to provide fully computable a posteriori error estimate for eigenfunction approximation. Both algorithms apply well to the case of tight clusters and multiple…
A new analytical approximation function is proposed to accurately fit the solution of a fractional differential equation of order one-half, whose nonhomogeneous term is defined by a modified Bessel function of the first kind. The exact…
We consider two greedy algorithms for minimizing a convex function in a bounded convex set: an algorithm by Jones [1992] and the Frank-Wolfe (FW) algorithm. We first consider approximate versions of these algorithms. For smooth convex…
We present a complete algorithm for finding an exact minimal polynomial from its approximate value by using an improved parameterized integer relation construction method. Our result is superior to the existence of error controlling on…
The goal of this paper is to critically evaluate a heuristic algorithm for the Inverse Banzhaf Index problem by Laruelle and Widgr\'en. Few qualitative results are known about the approximation quality of the heuristics for this problem.…
Various approaches to the numerical representation of the Incomplete Gamma Function F_m(z) for complex arguments z and small integer indexes m are compared with respect to numerical fitness (accuracy and speed). We consider power series,…