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Many of the input-parameter-to-output-quantity-of-interest maps that arise in computational science admit a surprising low-dimensional structure, where the outputs vary primarily along a handful of directions in the high-dimensional input…

Numerical Analysis · Mathematics 2019-05-13 Andrew Glaws , Paul G. Constantine

Multivariate functions encountered in high-dimensional uncertainty quantification problems often vary most strongly along a few dominant directions in the input parameter space. We propose a gradient-based method for detecting these…

Analysis of PDEs · Mathematics 2019-11-11 Olivier Zahm , Paul Constantine , Clémentine Prieur , Youssef Marzouk

We consider the problem of unconstrained minimization of a smooth function in the derivative-free setting using. In particular, we propose and study a simplified variant of the direct search method (of direction type), which we call…

Optimization and Control · Mathematics 2014-11-14 Jakub Konečný , Peter Richtárik

We introduce a numerical method for reconstructing a multidimensional surface using the gradient of the surface measured at some values of the coordinates. The method consists of defining a multidimensional spline function and minimizing…

Computational Physics · Physics 2015-05-20 Gergely Endrodi

This article introduces a functional method for lower-dimensional smooth representations in terms of time-varying dissimilarities. The method incorporates dissimilarity representation in multidimensional scaling and smoothness approach of…

Methodology · Statistics 2025-05-02 Liting Li

We consider least squares approximation of a function of one variable by a continuous, piecewise-linear approximand that has a small number of breakpoints. This problem was notably considered by Bellman who proposed an approximate algorithm…

Optimization and Control · Mathematics 2018-06-29 Olof Troeng , Mattias Fält

This study debuts a new spline dimensional decomposition (SDD) for uncertainty quantification analysis of high-dimensional functions, including those endowed with high nonlinearity and nonsmoothness, if they exist, in a proficient manner.…

Numerical Analysis · Mathematics 2021-11-29 Sharif Rahman , Ramin Jahanbin

This paper is concerned with developing an efficient numerical algorithm for fast implementation of the sparse grid method for computing the $d$-dimensional integral of a given function. The new algorithm, called the MDI-SG ({\em multilevel…

Numerical Analysis · Mathematics 2022-10-27 Huicong Zhong , Xiaobing Feng

The closest point method (Ruuth and Merriman, J. Comput. Phys. 227(3):1943-1961, [2008]) is an embedding method developed to solve a variety of partial differential equations (PDEs) on smooth surfaces, using a closest point representation…

Numerical Analysis · Mathematics 2024-12-20 A. Petras , L. Ling , C. Piret , S. J. Ruuth

Metric embeddings are a widely used method in algorithm design, where generally a ``complex'' metric is embedded into a simpler, lower-dimensional one. Historically, the theoretical computer science community has focused on bi-Lipschitz…

Data Structures and Algorithms · Computer Science 2025-05-19 Ainesh Bakshi , Vincent Cohen-Addad , Samuel B. Hopkins , Rajesh Jayaram , Silvio Lattanzi

Scientists and engineers rely on accurate mathematical models to quantify the objects of their studies, which are often high-dimensional. Unfortunately, high-dimensional models are inherently difficult, i.e. when observations are sparse or…

Machine Learning · Computer Science 2018-02-13 Robert A. Bridges , Chris Felder , Chelsey Hoff

In this paper, we present Sinkhorn multidimensional scaling (Sinkhorn MDS) as a method for visualizing shape functionals in shape spaces. This approach uses the Sinkhorn divergence to map these infinite-dimensional spaces into…

Optimization and Control · Mathematics 2024-09-24 Toshiaki Yachimura , Jun Okamoto , Lorenzo Cavallina

This paper studies the approximation of generalized ridge functions, namely of functions which are constant along some submanifolds of $\mathbb{R}^N$. We introduce the notion of linear-sleeve functions, whose function values only depend on…

Numerical Analysis · Mathematics 2017-01-26 Sandra Keiper

We propose novel smooth approximations to the classical rounding function, suitable for differentiable optimization and machine learning applications. Our constructions are based on two approaches: (1) localized sigmoid window functions…

Machine Learning · Computer Science 2025-04-29 Stanislav Semenov

It is shown that the computational efficiency of the discrete least-squares (DLS) approximation of solutions of stochastic elliptic PDEs is improved by incorporating a reduced-basis method into the DLS framework. The goal is to recover the…

Numerical Analysis · Mathematics 2017-11-09 Max Gunzburger , Michael Schneier , Clayton Webster , Guannan Zhang

A deep approximation is an approximating function defined by composing more than one layer of simple functions. We study deep approximations of functions of one variable using layers consisting of low-degree polynomials or simple conformal…

Numerical Analysis · Mathematics 2025-04-25 Kingsley Yeon

A collection of algorithms is described for numerically computing with smooth functions defined on the unit disk. Low rank approximations to functions in polar geometries are formed by synthesizing the disk analogue of the double Fourier…

Numerical Analysis · Mathematics 2017-03-28 Heather Wilber , Alex Townsend , Grady Wright

Let us assume that $f$ is a continuous function defined on the unit ball of $\mathbb R^d$, of the form $f(x) = g (A x)$, where $A$ is a $k \times d$ matrix and $g$ is a function of $k$ variables for $k \ll d$. We are given a budget $m \in…

Numerical Analysis · Mathematics 2012-01-18 Massimo Fornasier , Karin Schnass , Jan Vybiral

We consider the problem of estimating a function $s$ on $[-1,1]^{k}$ for large values of $k$ by looking for some best approximation by composite functions of the form $g\circ u$. Our solution is based on model selection and leads to a very…

Statistics Theory · Mathematics 2013-01-29 Yannick Baraud , Lucien Birgé

This paper investigates the approximation properties of deep neural networks with piecewise-polynomial activation functions. We derive the required depth, width, and sparsity of a deep neural network to approximate any H\"{o}lder smooth…

Numerical Analysis · Mathematics 2022-12-06 Denis Belomestny , Alexey Naumov , Nikita Puchkin , Sergey Samsonov