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We study d-variate approximation problems in the average case setting with respect to a zero-mean Gaussian measure. Our interest is focused on measures having a structure of non-homogeneous linear tensor product, where covariance kernel is…

Probability · Mathematics 2012-12-04 M. A. Lifshits , A. Papageorgiou , H. Woźniakowski

We consider multivariate approximation problems in the average case setting with a zero mean Gaussian measure whose covariance kernel is a periodic Gevrey kernel. We investigate various notions of algebraic tractability and exponential…

Numerical Analysis · Mathematics 2024-12-20 Wanting Lu , Heping Wang

We study approximation properties of sequences of centered additive random fields $Y_d$, $d\in\mathbb{N}$. The average case approximation complexity $n^{Y_d}(\varepsilon)$ is defined as the minimal number of evaluations of arbitrary linear…

Probability · Mathematics 2017-10-31 A. A. Khartov , M. Zani

We study approximation properties of sequences of centered random elements $X_d$, $d\in\mathbb{N}$, with values in separable Hilbert spaces. We focus on sequences of tensor product-type random elements, which have covariance operators of…

Probability · Mathematics 2015-03-10 A. A. Khartov

This note is devoted to discussing multivariate approximation of continuous functions on $[0,1]^d$ with analytic Korobov kernels in the worst and average case settings. We only consider algorithms that use finitely many evaluations of…

Numerical Analysis · Mathematics 2018-08-07 Heping Wang

We study the problem of approximating functions of $d$ variables in the average case setting for the $L_2$ space $L_{2,d}$ with the standard Gaussian weight equipped with a zero-mean Gaussian measure. The covariance kernel of this Gaussian…

Numerical Analysis · Mathematics 2018-02-06 Jia Chen , Heping Wang

We study multivariate linear tensor product problems with some special properties in the worst case setting. We consider algorithms that use finitely many continuous linear functionals. We use a unified method to investigate tractability of…

Numerical Analysis · Mathematics 2024-12-20 Rong Guo , Heping Wang

We study $L_2$-approximation problems $\text{APP}_d$ in the worst case setting in the weighted Korobov spaces $H_{d,\a,{\bm \ga}}$ with parameter sequences ${\bm \ga}=\{\ga_j\}$ and $\a=\{\az_j\}$ of positive real numbers $1\ge \ga_1\ge…

Information Theory · Computer Science 2023-09-07 Huichao Yan , Jia Chen

We study $d$-variate problem in the average case setting with respect to a zero-mean Gaussian measure. The covariance kernel of this Gaussian measure is a product of univariate kernels and satisfies some special properties. We study $(s,…

Numerical Analysis · Mathematics 2018-02-07 Jia Chen , Heping Wang , Jie Zhang

In this paper, we study tractability of $L_2$-approximation of one-periodic functions from weighted Korobov spaces in the worst-case setting. The considered weights are of product form. For the algorithms we allow information from the class…

Numerical Analysis · Mathematics 2021-04-08 Adrian Ebert , Friedrich Pillichshammer

We study average case approximation of Euler and Wiener integrated processes of d variables which are almost surely r_k-times continuously differentiable with respect to the k-th variable. Let n(h,d) denote the minimal number of continuous…

Probability · Mathematics 2012-12-04 M. A. Lifshits , A. Papageorgiou , H. Woźniakowski

We study the approximation of high-dimensional rank one tensors using point evaluations and consider deterministic as well as randomized algorithms. We prove that for certain parameters (smoothness and norm of the $r$th derivative) this…

Numerical Analysis · Mathematics 2014-12-03 Erich Novak , Daniel Rudolf

Computing the expectation of kernel functions is a ubiquitous task in machine learning, with applications from classical support vector machines to exploiting kernel embeddings of distributions in probabilistic modeling, statistical…

Machine Learning · Computer Science 2021-07-23 Wenzhe Li , Zhe Zeng , Antonio Vergari , Guy Van den Broeck

I propose kernel ridge regression estimators for nonparametric dose response curves and semiparametric treatment effects in the setting where an analyst has access to a selected sample rather than a random sample; only for select…

Econometrics · Economics 2022-08-24 Rahul Singh

We study the approximate correctability of general algebras of observables, which represent hybrid quantum-classical information. This includes approximate quantum error correcting codes and subsystems codes. We show that the main result of…

Quantum Physics · Physics 2009-12-08 Cédric Bény

We study multivariate approximation of periodic function in the worst case setting with the error measured in the $L_\infty$ norm. We consider algorithms that use standard information $\Lambda^{\rm std}$ consisting of function values or…

Numerical Analysis · Mathematics 2023-05-01 Jiaxin Geng , Heping Wang

We study multivariate approximation in the average case setting with the error measured in the weighted $L_2$ norm. We consider algorithms that use standard information $\Lambda^{\rm std}$ consisting of function values or general linear…

Numerical Analysis · Mathematics 2021-01-14 Wanting Lu , Heping Wang

We investigate the feasibility problem for generalized inverse linear programs. Given an LP with affinely parametrized objective function and right-hand side as well as a target set Y, the goal is to decide whether the parameters can be…

Optimization and Control · Mathematics 2026-02-17 Christoph Buchheim , Lowig T. Duer

Averaging provides an alternative to bandwidth selection for density kernel estimation. We propose a procedure to combine linearly several kernel estimators of a density obtained from different, possibly data-driven, bandwidths. The method…

Statistics Theory · Mathematics 2019-11-05 O. Chernova , F. Lavancier , P. Rochet

The aim of this short note is to draw attention to a method by which the partition function and marginal probabilities for a certain class of random fields on complete graphs can be computed in polynomial time. This class includes Ising…

Machine Learning · Computer Science 2013-06-19 Boris Flach
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