Related papers: On alternative quantization for doubly weighted ap…
Let $X_N$ be an $N$-dimensional subspace of $L_2$ functions on a probability space $(\Omega, \mu)$ spanned by a uniformly bounded Riesz basis $\Phi_N$. Given an integer $1\leq v\leq N$ and an exponent $1\leq q\leq 2$, we obtain universal…
We consider optimal scalar quantization with $r$th power distortion and constrained R\'enyi entropy of order $\alpha$. For sources with an absolutely continuous distribution the high rate asymptotics of the quantizer distortion has long…
Quantization of compressed sensing measurements is typically justified by the robust recovery results of Cand\`es, Romberg and Tao, and of Donoho. These results guarantee that if a uniform quantizer of step size $\delta$ is used to quantize…
We consider the problem of estimating the $L_1$ distance between two discrete probability measures $P$ and $Q$ from empirical data in a nonasymptotic and large alphabet setting. When $Q$ is known and one obtains $n$ samples from $P$, we…
We develop a simple Quantile Spacing (QS) method for accurate probabilistic estimation of one-dimensional entropy from equiprobable random samples, and compare it with the popular Bin-Counting (BC) method. In contrast to BC, which uses…
We study approximation of the embedding $\ell_p^m \hookrightarrow \ell_q^m$, $1 \leq p < q \leq \infty$, based on randomized algorithms that use up to $n$ arbitrary linear functionals as information on a problem instance where $n \ll m$. By…
In this paper, we study the approximation problem for functions in the Gaussian-weighted Sobolev space $W^\alpha_p(\mathbb{R}^d, \gamma)$ of mixed smoothness $\alpha \in \mathbb{N}$ with error measured in the Gaussian-weighted space…
We study the worst-case approximation of multivariate periodic functions from the weighted Korobov space $H_{d,\alpha,\gamma}$ with smoothness $\alpha>1/2$ in the Lebesgue norm $L_p([0,1]^d)$ for $1\le p\le\infty$. We analyze a \emph{median…
Quantization is a fundamental optimization for many machine-learning use cases, including compressing gradients, model weights and activations, and datasets. The most accurate form of quantization is \emph{adaptive}, where the error is…
Quantum error correction of a surface code or repetition code requires the pairwise matching of error events in a space-time graph of qubit measurements, such that the total weight of the matching is minimized. The input weights follow from…
We propose a sampling algorithm that achieves superior complexity bounds in all the classical settings (strongly log-concave, log-concave, Logarithmic-Sobolev inequality (LSI), Poincar\'e inequality) as well as more general settings with…
We study the $L_2$-approximation of functions from a Hilbert space and compare the sampling numbers with the approximation numbers. The sampling number $e_n$ is the minimal worst case error that can be achieved with $n$ function values,…
We explore the performance of sample average approximation in comparison with several other methods for stochastic optimization when there is information available on the underlying true probability distribution. The methods we evaluate are…
This paper identifies a problem with the usual procedure for L2-regularization parameter estimation in a domain adaptation setting. In such a setting, there are differences between the distributions generating the training data (source…
We consider the fundamental learning problem of estimating properties of distributions over large domains. Using a novel piecewise-polynomial approximation technique, we derive the first unified methodology for constructing sample- and…
The current paper studies the problem of agnostic $Q$-learning with function approximation in deterministic systems where the optimal $Q$-function is approximable by a function in the class $\mathcal{F}$ with approximation error $\delta \ge…
In this paper, we propose a novel algorithm for function approximation in a weighted Korobov space based on shifted rank-1 lattice rules. To mitigate aliasing errors inherent in lattice-based Fourier coefficient estimation, we employ…
A default assumption in many machine learning scenarios is that the training and test samples are drawn from the same probability distribution. However, such an assumption is often violated in the real world due to non-stationarity of the…
We propose novel methods for approximate sampling recovery and integration of functions in the Freud-weighted Sobolev space $W^r_{p,w}(\mathbb{R})$. The approximation error of sampling recovery is measured in the norm of the Freud-weighted…
In the first part of the paper we study absolute error of sampling discretization of the integral $L_p$-norm for function classes of continuous functions. We use basic approaches from chaining technique to provide general upper bounds for…