Related papers: Unified Sample-Optimal Property Estimation in Near…
We consider the problem of uniform sampling of points on an algebraic variety. Specifically, we develop a randomized algorithm that, given a small set of multivariate polynomials over a sufficiently large finite field, produces a common…
In this paper, a modification of the conventional approximations to the quasi-maximum likelihood method is introduced for the parameter estimation of diffusion processes from discrete observations. This is based on a convergent…
We consider the classical problem of learning, with arbitrary accuracy, the natural parameters of a $k$-parameter truncated \textit{minimal} exponential family from i.i.d. samples in a computationally and statistically efficient manner. We…
We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…
We consider the problem of approximating an unknown function $u\in L^2(D,\rho)$ from its evaluations at given sampling points $x^1,\dots,x^n\in D$, where $D\subset \mathbb{R}^d$ is a general domain and $\rho$ is a probability measure. The…
Inspired by shape constrained estimation under general nonnegative derivative constraints, this paper considers the B-spline approximation of constrained functions and studies the asymptotic performance of the constrained B-spline…
We consider approximating analytic functions on the interval $[-1,1]$ from their values at a set of $m+1$ equispaced nodes. A result of Platte, Trefethen \& Kuijlaars states that fast and stable approximation from equispaced samples is…
Measurement data is often sampled irregularly i.e. not on equidistant time grids. This is also true for Hamiltonian systems. However, existing machine learning methods, which learn symplectic integrators, such as SympNets [20] and…
We propose efficient techniques for generating independent identically distributed uniform random samples inside semialgebraic sets. The proposed algorithm leverages recent results on the approximation of indicator functions by polynomials…
The purpose of the paper is to provide a characterization of the error of the best polynomial approximation of composite functions in weighted spaces. Such a characterization is essential for the convergence analysis of numerical methods…
We propose the first near-optimal quantum algorithm for estimating in Euclidean norm the mean of a vector-valued random variable with finite mean and covariance. Our result aims at extending the theory of multivariate sub-Gaussian…
A key problem in approximation theory is the recovery of high-dimensional functions from samples. In many cases, the functions of interest exhibit anisotropic smoothness, and, in many practical settings, the nature of this anisotropy may be…
This paper establishes an approximation theorem for randomized neural networks (RaNNs) whose hidden-layer parameters are uniformly sampled from a prescribed bounded domain. Our analysis shows that, for RaNNs of the form $\mathop{\sum}_i W_i…
We introduce a new family of estimators for unnormalized statistical models. Our family of estimators is parameterized by two nonlinear functions and uses a single sample from an auxiliary distribution, generalizing Maximum Likelihood Monte…
Nearest neighbor imputation is popular for handling item nonresponse in survey sampling. In this article, we study the asymptotic properties of the nearest neighbor imputation estimator for general population parameters, including…
Many problems are NP-hard and, unless P = NP, do not admit polynomial-time exact algorithms. The fastest known exact algorithms exactly usually take time exponential in the input size. Much research effort has gone into obtaining faster…
In this paper, we propose some accelerated methods for solving optimization problems under the condition of relatively smooth and relatively Lipschitz continuous functions with an inexact oracle. We consider the problem of minimizing the…
We study several stochastic combinatorial problems, including the expected utility maximization problem, the stochastic knapsack problem and the stochastic bin packing problem. A common technical challenge in these problems is to optimize…
We here introduce a novel classification approach adopted from the nonlinear model identification framework, which jointly addresses the feature selection and classifier design tasks. The classifier is constructed as a polynomial expansion…
Recent findings by Jahn, T. Ullrich, Voigtlaender [10] relate non-linear sampling numbers for the square norm to quantities involving trigonometric best $m-$term approximation errors in the uniform norm. Here we establish new results for…