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Fourier extension is an approximation method that alleviates the periodicity requirements of Fourier series and avoids the Gibbs phenomenon when approximating functions. We describe a similar extension approach using regular wavelet bases…

Numerical Analysis · Mathematics 2020-04-08 Vincent Coppé , Daan Huybrechs

The graph Fourier transform (GFT) is in general dense and requires O(n^2) time to compute and O(n^2) memory space to store. In this paper, we pursue our previous work on the approximate fast graph Fourier transform (FGFT). The FGFT is…

Numerical Analysis · Computer Science 2017-11-07 Luc LeMagoarou , Nicolas Tremblay , Rémi Gribonval

The problem of efficient approximation of a linear operator induced by the Gaussian or softmax kernel is often addressed using random features (RFs) which yield an unbiased approximation of the operator's result. Such operators emerge in…

Machine Learning · Computer Science 2023-02-03 Valerii Likhosherstov , Krzysztof Choromanski , Avinava Dubey , Frederick Liu , Tamas Sarlos , Adrian Weller

We propose the adaptive random Fourier features Gaussian kernel LMS (ARFF-GKLMS). Like most kernel adaptive filters based on stochastic gradient descent, this algorithm uses a preset number of random Fourier features to save computation…

Signal Processing · Electrical Eng. & Systems 2022-07-18 Wei Gao , Jie Chen , Cédric Richard , Wentao Shi , Qunfei Zhang

Bayesian optimization (BO) primarily uses Gaussian processes (GP) as the key surrogate model, mostly with a simple stationary and separable kernel function such as the squared-exponential kernel with automatic relevance determination…

Machine Learning · Statistics 2023-05-29 Mengying Lei , Lijun Sun

We describe an efficient implementation of Bayesian quantum phase estimation in the presence of noise and multiple eigenstates. The main contribution of this work is the dynamic switching between different representations of the phase…

Quantum Physics · Physics 2021-06-09 Ewout van den Berg

It is well-known that polynomial reproduction is not possible when approximating with Gaussian kernels. Quasi-interpolation schemes have been developed which use a finite number of Gaussians at different scales, which then reproduce…

Numerical Analysis · Mathematics 2020-01-24 Simon Hubbert , Jeremy Levesley

Modeled along the truncated approach in Panigrahi (2016), selection-adjusted inference in a Bayesian regime is based on a selective posterior. Such a posterior is determined together by a generative model imposed on data and the selection…

Methodology · Statistics 2017-09-12 Snigdha Panigrahi , Jonathan Taylor

Many interesting and fundamentally practical optimization problems, ranging from optics, to signal processing, to radar and acoustics, involve constraints on the Fourier transform of a function. It is well-known that the {\em fast Fourier…

Optimization and Control · Mathematics 2012-09-05 Robert J. Vanderbei

Fourier series of smooth, non-periodic functions on $[-1,1]$ are known to exhibit the Gibbs phenomenon, and exhibit overall slow convergence. One way of overcoming these problems is by using a Fourier series on a larger domain, say $[-T,T]$…

Numerical Analysis · Computer Science 2015-09-02 Roel Matthysen , Daan Huybrechs

Fully connected pairwise Conditional Random Fields (Full-CRF) with Gaussian edge weights can achieve superior results compared to sparsely connected CRFs. However, traditional methods for Full-CRFs are too expensive. Previous work develops…

Computer Vision and Pattern Recognition · Computer Science 2018-09-14 Olga Veksler

The rapid and accurate evaluation of convolutions with singular kernels plays crucial roles in a wide range of scientific and engineering applications. Building on the recently introduced Truncated Fourier Filtering method for smooth…

Numerical Analysis · Mathematics 2025-11-27 Oscar Bruno , Jinghao Cao

We study worst-case optimal approximation of positive linear functionals in reproducing kernel Hilbert spaces induced by increasingly flat Gaussian kernels. This provides a new perspective and some generalisations to the problem of…

Numerical Analysis · Mathematics 2020-01-10 Toni Karvonen , Simo Särkkä

Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…

Systems and Control · Electrical Eng. & Systems 2025-06-02 Ondŕej Straka , Uwe D. Hanebeck

Bayesian optimization relies on iteratively constructing and optimizing an acquisition function. The latter turns out to be a challenging, non-convex optimization problem itself. Despite the relative importance of this step, most algorithms…

Optimization and Control · Mathematics 2026-04-22 Yilin Xie , Shiqiang Zhang , Joel A. Paulson , Calvin Tsay

It is a consensus in signal processing that the Gaussian kernel and its partial derivatives enable the development of robust algorithms for feature detection. Fourier analysis and convolution theory have central role in such development. In…

Computer Vision and Pattern Recognition · Computer Science 2016-05-03 Paulo Sérgio Silva Rodrigues , Gilson Antonio Giraldi

When implementing regular enough functions (e.g., elementary or special functions) on a computing system, we frequently use polynomial approximations. In most cases, the polynomial that best approximates (for a given distance and in a given…

Mathematical Software · Computer Science 2007-05-23 Nicolas Brisebarre , Jean-Michel Muller

A new algorithm for the approximation and simulation of twofold iterated stochastic integrals together with the corresponding L\'{e}vy areas driven by a multidimensional Brownian motion is proposed. The algorithm is based on a truncated…

Probability · Mathematics 2021-01-26 Jan Mrongowius , Andreas Rößler

Network compression techniques have become increasingly important in recent years because the loads of Deep Neural Networks (DNNs) are heavy for edge devices in real-world applications. While many methods compress neural network parameters,…

Machine Learning · Computer Science 2025-07-31 Kuan-Ting Tu , Po-Hsien Yu , Yu-Syuan Tseng , Shao-Yi Chien

We study the problem of estimating the best B term Fourier representation for a given frequency-sparse signal (i.e., vector) $\textbf{A}$ of length $N \gg B$. More explicitly, we investigate how to deterministically identify B of the…

Discrete Mathematics · Computer Science 2007-08-10 M. A. Iwen