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Multivariate functions encountered in high-dimensional uncertainty quantification problems often vary most strongly along a few dominant directions in the input parameter space. We propose a gradient-based method for detecting these…

Analysis of PDEs · Mathematics 2019-11-11 Olivier Zahm , Paul Constantine , Clémentine Prieur , Youssef Marzouk

Consider an $s$-dimensional function being evaluated at $n$ points of a low discrepancy sequence (LDS), where the objective is to approximate the one-dimensional functions that result from integrating out $(s-1)$ variables. Here, the…

Numerical Analysis · Mathematics 2019-11-11 Chaitanya Joshi , Paul T. Brown , Stephen Joe

In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…

Machine Learning · Computer Science 2016-11-17 Luo Luo , Zihao Chen , Zhihua Zhang , Wu-Jun Li

We enhance the approximation capabilities of algebraic polynomials by composing them with homeomorphisms. This composition yields families of functions that remain dense in the space of continuous functions, while enabling more accurate…

Numerical Analysis · Mathematics 2025-12-17 Álvaro Fernández Corral , Yahya Saleh

We propose a local Legendre frame (LLF) method for function approximation from equispaced data on a finite interval. Motivated by the difficulty of stable high-order polynomial approximation at equispaced points, especially in the presence…

Numerical Analysis · Mathematics 2026-05-12 Benxue Gong , Zhenyu Zhao , Chenyang Wang

The approximation of smooth functions with a spectral basis typically leads to rapidly decaying coefficients where the rate of decay depends on the smoothness of the function and vice-versa. The optimal number of degrees of freedom in the…

Numerical Analysis · Mathematics 2020-04-24 Vincent Coppé , Daan Huybrechs

Due to their flexibility, frames of Hilbert spaces are attractive alternatives to bases in approximation schemes for problems where identifying a basis is not straightforward or even feasible. Computing a best approximation using frames,…

Numerical Analysis · Mathematics 2020-07-08 Ben Adcock , Mohsen Seifi

We propose novel smooth approximations to the classical rounding function, suitable for differentiable optimization and machine learning applications. Our constructions are based on two approaches: (1) localized sigmoid window functions…

Machine Learning · Computer Science 2025-04-29 Stanislav Semenov

Approximations of non-smooth multivariate functions return low-order approximations in the vicinities of the singularities. Most prior works solve this problem for univariate functions. In this work we introduce a method for approximating…

Numerical Analysis · Mathematics 2016-10-11 Anat Amir , David Levin

The suitable basis functions for approximating periodic function are periodic, trigonometric functions. When the function is not periodic, a viable alternative is to consider polynomials as basis functions. In this paper we will point out…

Numerical Analysis · Mathematics 2013-01-01 Hillel Tal-Ezer

Vandermonde matrices are usually exponentially ill-conditioned and often result in unstable approximations. In this paper, we introduce and analyze the \textit{multivariate Vandermonde with Arnoldi (V+A) method}, which is based on…

Numerical Analysis · Mathematics 2025-05-20 Wenqi Zhu , Yuji Nakatsukasa

This paper presents a novel approach for pointwise estimation of multivariate density functions on known domains of arbitrary dimensions using nonparametric local polynomial estimators. Our method is highly flexible, as it applies to both…

Statistics Theory · Mathematics 2025-07-22 Karine Bertin , Nicolas Klutchnikoff , Frédéric Ouimet

Polynomial chaos methods have been extensively used to analyze systems in uncertainty quantification. Furthermore, several approaches exist to determine a low-dimensional approximation (or sparse approximation) for some quantity of interest…

Dynamical Systems · Mathematics 2021-05-04 John D. Jakeman , Roland Pulch

Polynomial reproduction plays a relevant role in deriving error estimates for various approximation schemes. Local reproduction in a quasi-uniform setting is a significant factor in the estimation of error and the assessment of stability…

Numerical Analysis · Mathematics 2024-11-25 Stefano De Marchi , Giacomo Cappellazzo

We study approximation of functions by algebraic polynomials in the H\"older spaces corresponding to the generalized Jacobi translation and the Ditzian-Totik moduli of smoothness. By using modifications of the classical moduli of…

Classical Analysis and ODEs · Mathematics 2016-02-17 Yurii Kolomoitsev , Tetiana Lomako , Jürgen Prestin

In this paper, we introduce a stochastic projected subgradient method for weakly convex (i.e., uniformly prox-regular) nonsmooth, nonconvex functions---a wide class of functions which includes the additive and convex composite classes. At a…

Optimization and Control · Mathematics 2018-09-19 Damek Davis , Benjamin Grimmer

In this paper we propose a tool for high-dimensional approximation based on trigonometric polynomials where we allow only low-dimensional interactions of variables. In a general high-dimensional setting, it is already possible to deal with…

Numerical Analysis · Mathematics 2021-11-09 Felix Bartel , Daniel Potts , Michael Schmischke

This note establishes smooth approximation from above for J-plurisubharmonic functions on an almost complex manifold (X,J). The following theorem is proved. Suppose X is J-pseudoconvex, i.e., X admits a smooth strictly J-plurisubharmonic…

Complex Variables · Mathematics 2017-12-12 F. Reese Harvey , H. Blaine Lawson, , Szymon Pliś

Many problems in computational science and engineering can be described in terms of approximating a smooth function of $d$ variables, defined over an unknown domain of interest $\Omega\subset \mathbb{R}^d$, from sample data. Here both the…

Numerical Analysis · Mathematics 2022-10-05 Ben Adcock , Juan M. Cardenas , Nick Dexter

We solve the problem of best approximation by partial isometries of given rank to an arbitrary rectangular matrix, when the distance is measured in any unitarily invariant norm. In the case where the norm is strictly convex, we parametrize…

Functional Analysis · Mathematics 2016-11-08 Jorge Antezana , Eduardo Chiumiento
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