Related papers: Structural Risk Minimization for $C^{1,1}(\mathbb{…

In the regression model with errors in variables, we observe $n$ i.i.d. copies of $(Y,Z)$ satisfying $Y=f_{\theta^0}(X)+\xi$ and $Z=X+\epsilon$ involving independent and unobserved random variables $X,\xi,\epsilon$ plus a regression…

The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…

We consider the minimization of an $L_0$-Lipschitz continuous and expectation-valued function, denoted by $f$ and defined as $f(x)\triangleq \mathbb{E}[\tilde{f}(x,\omega)]$, over a Cartesian product of closed and convex sets with a view…

We prove two main results on how arbitrary linear threshold functions $f(x) = \sign(w\cdot x - \theta)$ over the $n$-dimensional Boolean hypercube can be approximated by simple threshold functions. Our first result shows that every…

Let $u$ be a harmonic function in a $C^1$ domain $D\subset \mathbb{R}^d$, which vanishes on an open subset of the boundary. In this note we study its critical set $\{x \in \overline{D}: \nabla u(x) = 0 \}$. When $D$ is a $C^{1,\alpha}$…

A general lower bound is developed for the minimax risk when estimating an arbitrary functional. The bound is based on testing two composite hypotheses and is shown to be effective in estimating the nonsmooth functional…

Let $\mathcal{F}$ be a class of measurable functions $f:S\mapsto [0,1]$ defined on a probability space $(S,\mathcal{A},P)$. Given a sample (X_1,...,X_n) of i.i.d. random variables taking values in S with common distribution P, let P_n…

Several results on constrained spline smoothing are obtained. In particular, we establish a general result, showing how one can constructively smooth any monotone or convex piecewise polynomial function (ppf) (or any $q$-monotone ppf,…

We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong convexity. Our approach is most suitable in the setting where…

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…

Let ${\mathcal M}\subset {\mathbb R}^n$ be a $C^2$-smooth compact submanifold of dimension $d$. Assume that the volume of ${\mathcal M}$ is at most $V$ and the reach (i.e. the normal injectivity radius) of ${\mathcal M}$ is greater than…

In some applications, one is interested in reconstructing a function $f$ from its Fourier series coefficients. The problem is that the Fourier series is slowly convergent if the function is non-periodic, or is non-smooth. In this paper, we…

We denote the local ``little" Lipschitz constant of a function $f: {{\mathbb R}}\to { {\mathbb R}}$ by $ {\mathrm{lip}}f$. In this paper we settle the following question: For which sets $E {\subset} { {\mathbb R}}$ is it possible to find a…

We obtain estimation error rates and sharp oracle inequalities for regularization procedures of the form \begin{equation*} \hat f \in argmin_{f\in F}\left(\frac{1}{N}\sum_{i=1}^N\ell(f(X_i), Y_i)+\lambda \|f\|\right) \end{equation*} when…

We describe a method for approximating a single-variable function $f$ using persistence diagrams of sublevel sets of $f$ from height functions in different directions. We provide algorithms for the piecewise linear case and for the smooth…

Let $\bx_j = \btheta +\bep_j, j=1,...,n$, be observations of an unknown parameter $\btheta$ in a Euclidean or separable Hilbert space $\scrH$, where $\bep_j$ are noises as random elements in $\scrH$ from a general distribution. We study the…

The multilinear framework has achieved the breakthrough $1-1/e$ approximation for maximizing a monotone submodular function subject to a matroid constraint. This framework has a continuous optimization part and a rounding part. We extend…

A function $f\colon\{0,1\}^n\to \{0,1\}$ is called an approximate AND-homomorphism if choosing ${\bf x},{\bf y}\in\{0,1\}^n$ randomly, we have that $f({\bf x}\land {\bf y}) = f({\bf x})\land f({\bf y})$ with probability at least…

Motivated by a problem on comonotone approximation of $C^n$ functions by entire functions, for increasing functions $f\colon[0,1]\to[0,1]$, we characterize the possible values of $(a,b,c)$, where $a=I(f)(1)$, $b=I^2(f)(1)$, $c=I^3(f)(1)$…

Some prominent discretisation methods such as finite elements provide a way to approximate a function of $d$ variables from $n$ values it takes on the nodes $x_i$ of the corresponding mesh. The accuracy is $n^{-s_a/d}$ in $L^2$-norm, where…