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This paper focuses on the further development of the Lie bracket approximation approach for optimization and control via extremum seeking systems. Classical results in this area provide algorithms with exponential convergence rates for…

Optimization and Control · Mathematics 2026-05-25 Victoria Grushkovskaya , Sameh A. Eisa

We study multivariate integration over the $s$-dimensional unit cube in a weighted space of infinitely differentiable functions. It is known from a recent result by Suzuki that there exists a good quasi-Monte Carlo (QMC) rule which achieves…

Numerical Analysis · Mathematics 2019-12-09 Josef Dick , Takashi Goda , Kosuke Suzuki , Takehito Yoshiki

In this paper we explore acceleration techniques for large scale nonconvex optimization problems with special focuses on deep neural networks. The extrapolation scheme is a classical approach for accelerating stochastic gradient descent for…

Machine Learning · Statistics 2018-05-18 Guangzeng Xie , Yitan Wang , Shuchang Zhou , Zhihua Zhang

This article presents a novel approach to enhance the accuracy of classical quadrature rules by incorporating correction terms. The proposed method is particularly effective when the position of an isolated discontinuity in the function and…

Numerical Analysis · Mathematics 2025-01-27 Shipra Mahata , Samala Rathan , Juan Ruiz-Álvarez , Dionisio F. Yáñez

We present convergence theory for corrected quadrature rules on uniform Cartesian grids for functions with a point singularity. We begin by deriving an error estimate for the punctured trapezoidal rule, and then derive error expansions. We…

Numerical Analysis · Mathematics 2022-08-30 Federico Izzo , Olof Runborg , Richard Tsai

We study a random sampling technique to approximate integrals $\int_{[0,1]^s}f(\mathbf{x})\,\mathrm{d}\mathbf{x}$ by averaging the function at some sampling points. We focus on cases where the integrand is smooth, which is a problem which…

Numerical Analysis · Mathematics 2012-11-21 Josef Dick

Many machine learning models depend on solving a large scale optimization problem. Recently, sub-sampled Newton methods have emerged to attract much attention for optimization due to their efficiency at each iteration, rectified a weakness…

Optimization and Control · Mathematics 2016-09-06 Haishan Ye , Luo Luo , Zhihua Zhang

A genetic algorithm procedure is demonstrated that refines the selection of interpolation points of the discrete empirical interpolation method (DEIM) when used for constructing reduced order models for time dependent and/or parametrized…

Numerical Analysis · Mathematics 2016-07-27 Syuzanna Sargsyan , Steven L. Brunton , J. Nathan Kutz

This paper develops the process of using Richardson Extrapolation to improve the Kernel Density Estimation method, resulting in a more accurate (lower Mean Squared Error) estimate of a probability density function for a distribution of data…

Probability · Mathematics 2018-12-21 Ruben G. Ascoli

The method of regularised stokeslets is widely used in microscale biological fluid dynamics due to its ease of implementation, natural treatment of complex moving geometries, and removal of singular functions to integrate. The standard…

Numerical Analysis · Mathematics 2021-03-10 Meurig Gallagher , David Smith

We describe a new algorithm to compute the geometric intersection number between two curves, given as edge vectors on an ideal triangulation. Most importantly, this algorithm runs in polynomial time in the bit-size of the two edge vectors.…

Geometric Topology · Mathematics 2016-05-12 Mark C. Bell , Richard C. H. Webb

In this paper, we consider the network slicing problem which attempts to map multiple customized virtual network requests (also called services) to a common shared network infrastructure and allocate network resources to meet diverse…

Networking and Internet Architecture · Computer Science 2021-02-05 Wei-Kun Chen , Ya-Feng Liu , Yu-Hong Dai , Zhi-Quan Luo

For over a century, extrapolation methods have provided a powerful tool to improve the convergence order of a numerical method. However, these tools are not well-suited to modern computer codes, where multiple continua are discretised and…

Feature selection is an important and active research area in statistics and machine learning. The Elastic Net is often used to perform selection when the features present non-negligible collinearity or practitioners wish to incorporate…

Machine Learning · Statistics 2020-06-09 Tobia Boschi , Matthew Reimherr , Francesca Chiaromonte

Fast convergent, accurate, computationally efficient, parallelizable, and robust matrix inversion and parameter estimation algorithms are required in many time-critical and accuracy-critical applications such as system identification,…

Optimization and Control · Mathematics 2020-08-27 Alexander Stotsky

We present a high-order method that provides numerical integration on volumes, surfaces, and lines defined implicitly by two smooth intersecting level sets. To approximate the integrals, the method maps quadrature rules defined on…

Numerical Analysis · Mathematics 2023-08-22 Lauritz Beck , Florian Kummer

Frolov's cubature formula on the unit hypercube has been considered important since it attains an optimal rate of convergence for various function spaces. Its integration nodes are given by shrinking a suitable full rank…

Numerical Analysis · Mathematics 2019-08-15 Josef Dick , Friedrich Pillichshammer , Kosuke Suzuki , Mario Ullrich , Takehito Yoshiki

We present a family of high order trapezoidal rule-based quadratures for a class of singular integrals, where the integrand has a point singularity. The singular part of the integrand is expanded in a Taylor series involving terms of…

Numerical Analysis · Mathematics 2023-07-27 Federico Izzo , Olof Runborg , Richard Tsai

In this paper, a new class of \emph{Taylor-accelerated neural network interpolation operators} is introduced on quasi-uniform irregular grids. These operators improve existing neural network interpolation operators by incorporating Taylor…

Numerical Analysis · Mathematics 2026-02-11 Sachin Saini

Sometimes it is necessary to obtain a numerical integration using only discretised data. In some cases, the data contains singularities which position is known but does not coincide with a discretisation point, and the jumps in the function…

Numerical Analysis · Mathematics 2022-09-09 Sergio Amat , Zhilin Li , Juan Ruiz-Alvarez , Concepcion Solano , Juan C. Trillo