Related papers: Approximation of multivariate periodic functions b…
This paper is concerned with the development and analysis of an iterative solver for high-dimensional second-order elliptic problems based on subspace-based low-rank tensor formats. Both the subspaces giving rise to low-rank approximations…
Estimates of the approximate factor model are increasingly used in empirical work. Their theoretical properties, studied some twenty years ago, also laid the ground work for analysis on large dimensional panel data models with cross-section…
This paper is concerned with the problem of reconstructing an infinite-dimensional signal from a limited number of linear measurements. In particular, we show that for binary measurements (modelled with Walsh functions and Hadamard…
In recent years, the use of sparse recovery techniques in the approximation of high-dimensional functions has garnered increasing interest. In this work we present a survey of recent progress in this emerging topic. Our main focus is on the…
We study the recovery of functions in various norms, including $L_p$ with $1\le p\le\infty$, based on function evaluations. We obtain worst case error bounds for general classes of functions in terms of the best $L_2$-approximation from a…
We study the problem of estimating a low-rank positive semidefinite (PSD) matrix from a set of rank-one measurements using sensing vectors composed of i.i.d. standard Gaussian entries, which are possibly corrupted by arbitrary outliers.…
In this paper, we consider the infinite-dimensional integration problem on weighted reproducing kernel Hilbert spaces with norms induced by an underlying function space decomposition of ANOVA-type. The weights model the relative importance…
The purpose of this paper is to extend the result of arXiv:1810.00823 to mixed H\"older functions on $[0,1]^d$ for all $d \ge 1$. In particular, we prove that by sampling an $\alpha$-mixed H\"older function $f : [0,1]^d \rightarrow…
We investigate the approximation of $d$-variate periodic functions in Sobolev spaces of dominating mixed (fractional) smoothness $s>0$ on the $d$-dimensional torus, where the approximation error is measured in the $L_2-$norm. In other…
The Sobolev space $H^{s}(\mathbb{R}^{d})$, where $s > d/2$, is an important function space that has many applications in various areas of research. Attributed to the inertia of a measuring instrument, it is desirable in sampling theory to…
We study the multivariate integration problem for periodic functions from the weighted Korobov space in the randomized setting. We introduce a new randomized rank-1 lattice rule with a randomly chosen number of points, which avoids the need…
We analyse the convergence of sampling algorithms for functions in reproducing kernel Hilbert spaces (RKHS). To this end, we discuss approximation properties of kernel regression under minimalistic assumptions on both the kernel and the…
From a sufficiently large point sample lying on a compact Riemannian submanifold of Euclidean space, one can construct a simplicial complex which is homotopy-equivalent to that manifold with high confidence. We describe a corresponding…
Approximate dynamic programming has been used successfully in a large variety of domains, but it relies on a small set of provided approximation features to calculate solutions reliably. Large and rich sets of features can cause existing…
We propose a lattice-theoretic framework for modulo sampling of multidimensional bandlimited signals. Standard modulo analog-to-digital converters (ADCs) fold the signal component-wise into a square domain, reducing the recovery problem to…
Any decision making process that relies on a probabilistic forecast of future events necessarily requires a calibrated forecast. This paper proposes new methods for empirically assessing forecast calibration in a multivariate setting where…
We consider the problem of reconstructing a function given its values on a set of points with finite density. We prove that with probability one, the values of an almost periodic function on a random array of points (with finite density)…
Based on the seminal work on Array-RQMC methods and rank-1 lattice sequences by Pierre L'Ecuyer and collaborators, we introduce efficient deterministic algorithms for image synthesis. Enumerating a low discrepancy sequence along the Hilbert…
We provide lower error bounds for randomized algorithms that approximate integrals of functions depending on an unrestricted or even infinite number of variables. More precisely, we consider the infinite-dimensional integration problem on…
Recently, mapping a signal/image into a low rank Hankel/Toeplitz matrix has become an emerging alternative to the traditional sparse regularization, due to its ability to alleviate the basis mismatch between the true support in the…