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We consider a regularized least squares problem, with regularization by structured sparsity-inducing norms, which extend the usual $\ell_1$ and the group lasso penalty, by allowing the subsets to overlap. Such regularizations lead to…
A new method to represent and approximate rotation matrices is introduced. The method represents approximations of a rotation matrix $Q$ with linearithmic complexity, i.e. with $\frac{1}{2}n\lg(n)$ rotations over pairs of coordinates,…
Structured Low-Rank Approximation is a problem arising in a wide range of applications in Numerical Analysis and Engineering Sciences. Given an input matrix $M$, the goal is to compute a matrix $M'$ of given rank $r$ in a linear or affine…
We extend a classical approximation result of harmonic functions in planar domains due to Bernstein and Walsch to the setting of harmonic functions in Riemann surfaces. This result gives an exact characterization of the rate at which a…
Functions with discontinuities appear in many applications such as image reconstruction, signal processing, optimal control problems, interface problems, engineering applications and so on. Accurate approximation and interpolation of these…
Pose-Graph optimization is a crucial component of many modern SLAM systems. Most prominent state of the art systems address this problem by iterative non-linear least squares. Both number of iterations and convergence basin of these…
We develop a Levenberg-Marquardt method for minimizing the sum of a smooth nonlinear least-squar es term $f(x) = \tfrac{1}{2} \|F(x)\|_2^2$ and a nonsmooth term $h$. Both $f$ and $h$ may be nonconvex. Steps are computed by minimizing the…
We propose a discontinuous least squares finite element method for solving the Helmholtz equation. The method is based on the L2 norm least squares functional with the weak imposition of the continuity across the interior faces as well as…
The discretization of least-squares problems for linear ill-posed operator equations in Hilbert spaces is considered. The main subject of this article concerns conditions for convergence of the associated discretized minimum-norm…
A common optimization problem is the minimization of a symmetric positive definite quadratic form $< x,Tx >$ under linear constrains. The solution to this problem may be given using the Moore-Penrose inverse matrix. In this work we extend…
We present the construction of a sparse-compressed operator that approximates the solution operator of elliptic PDEs with rough coefficients. To derive the compressed operator, we construct a hierarchical basis of an approximate solution…
A lower semi-definite self-adjoint linear operator in a Hilbert space is taken whose discrete spectrum is not empty and comprises at least several eigenvalues $\lambda_{min}=\lambda_1\leqslant\ldots\leqslant\lambda_m<\sigma_{ess}$. The…
We show that the expected solution operator of prototypical linear elliptic partial differential operators with random coefficients is well approximated by a computable sparse matrix. This result is based on a random localized orthogonal…
We introduce in this paper a technique for the reduced order approximation of parametric symmetric elliptic partial differential equations. For any given dimension, we prove the existence of an optimal subspace of at most that dimension…
Many applications, such as system identification, classification of time series, direct and inverse problems in partial differential equations, and uncertainty quantification lead to the question of approximation of a non-linear operator…
We describe an efficient method for the approximation of functions using radial basis functions (RBFs), and extend this to a solver for boundary value problems on irregular domains. The method is based on RBFs with centers on a regular grid…
This work proposes and analyzes a compressed sensing approach to polynomial approximation of complex-valued functions in high dimensions. Of particular interest is the setting where the target function is smooth, characterized by a rapidly…
We formulate the issue of minimality of self-adjoint operators on a Hilbert space as a semi-definite problem, linking the work by Overton in [1] to the characterization of minimal hermitian matrices. This motivates us to investigate the…
In this note, we develop fast and deterministic dimensionality reduction techniques for a family of subspace approximation problems. Let $P\subset \mathbbm{R}^N$ be a given set of $M$ points. The techniques developed herein find an $O(n…
We consider the well-known method of least squares on an equidistant grid with $N+1$ nodes on the interval $[-1,1]$ with the goal to approximate a function $f\in\mathcal{C}\left[-1,1\right]$ by a polynomial of degree $n$. We investigate the…