Related papers: Sharp error estimates for spline approximation: ex…
Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…
In this paper, we analyze several methods for approximating gradients of noisy functions using only function values. These methods include finite differences, linear interpolation, Gaussian smoothing and smoothing on a sphere. The methods…
The proximal gradient algorithm for minimizing the sum of a smooth and a nonsmooth convex function often converges linearly even without strong convexity. One common reason is that a multiple of the step length at each iteration may…
Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…
The Scaled Boundary Finite Element Method (SBFEM) is a technique in which approximation spaces are constructed using a semi-analytical approach. They are based on partitions of the computational domain by polygonal/polyhedral subregions,…
Ordinary differential equations (ODEs) are commonly used to model dynamic behavior of a system. Because many parameters are unknown and have to be estimated from the observed data, there is growing interest in statistics to develop…
We present new fault jump estimates to guide local refinement in surface approximation schemes with adaptive spline constructions. The proposed approach is based on the idea that, since discontinuities in the data should naturally…
We consider the problem of approximating $[0,1]^{d}$-periodic functions by convolution with a scaled Gaussian kernel. We start by establishing convergence rates to functions from periodic Sobolev spaces and we show that the saturation rate…
We consider estimation of a functional of the data distribution based on i.i.d. observations. We assume the target function can be defined as the minimizer of the expectation of a loss function over a class of $d$-variate real valued cadlag…
In this paper we derive and test a probability-based weighting that can balance residuals of different types in spline fitting. In contrast to previous formulations, the proposed spline error weighting scheme also incorporates a prediction…
In this paper we focus on the linear functionals defining an approximate version of the gradient of a function. These functionals are often used when dealing with optimization problems where the computation of the gradient of the objective…
Stochastic descent methods (of the gradient and mirror varieties) have become increasingly popular in optimization. In fact, it is now widely recognized that the success of deep learning is not only due to the special deep architecture of…
This work is concerned with quasi-optimal a-priori finite element error estimates for the obstacle problem in the $L^2$-norm. The discrete approximations are introduced as solutions to a finite element discretization of an accordingly…
In this paper we propose and analyze spectral-Galerkin methods for the Stokes eigenvalue problem based on the stream function formulation in polar geometries. We first analyze the stream function} formulated fourth-order equation under the…
Given a data set (t_i, y_i), i=1,..., n with the t_i in [0,1] non-parametric regression is concerned with the problem of specifying a suitable function f_n:[0,1] -> R such that the data can be reasonably approximated by the points (t_i,…
In machine learning and neural network optimization, algorithms like incremental gradient, and shuffle SGD are popular due to minimizing the number of cache misses and good practical convergence behavior. However, their optimization…
We give tight upper and lower bounds of the cardinality of the index sets of certain hyperbolic crosses which reflect mixed Sobolev-Korobov-type smoothness and mixed Sobolev-analytic-type smoothness in the infinite-dimensional case where…
To capture and simulate geometric surface evolutions, one effective approach is based on the phase field methods. Among them, it is important to design and analyze numerical approximations whose error bound depends on the inverse of the…
We introduce a smooth B-spline discretization in polar coordinates on the unit disc that corrects the loss of regularity present at the origin caused by the coordinate singularity in standard tensor-product B-spline formulations. The method…
Sparse grids based on Lagrange polynomials have become one of the staple methods for approximating functions that are high-dimensional and expensive to evaluate, in the context e.g. of PDE-based parametric design exploration. They are…