Related papers: Low Rank Approximation for Smoothing Spline via Ei…
The Hankel-norm approximation is a model reduction method which provides the best approximation in the Hankel semi-norm. In this paper the computation of the optimal Hankel-norm approximation is generalized to the case of linear…
We give sublinear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions…
Simple Exponential Smoothing is a classical technique used for smoothing time series data by assigning exponentially decreasing weights to past observations through a recursive equation; it is sometimes presented as a rule of thumb…
We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…
In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…
This paper presents a general framework for calculating the dimension of spline spaces over arbitrary rectilinear partitions using the smoothing cofactor method. The approach extends existing dimension theory for polynomial splines over…
A novel methodology to efficiently approximate the Hessian for numerical shape optimization is considered. The method enhances operator symbol approximations by including body fitted coordinates and spatially changing symbols in a semi…
In this document, some general results in approximation theory and matrix analysis with applications to sparse identification of time series models and nonlinear discrete-time dynamical systems are presented. The aforementioned theoretical…
Low rank approximation is an important tool used in many applications of signal processing and machine learning. Recently, randomized sketching algorithms were proposed to effectively construct low rank approximations and obtain approximate…
We relate the problem of best low-rank approximation in the spectral norm for a matrix $A$ to Kolmogorov $n$-widths and corresponding optimal spaces. We characterize all the optimal spaces for the image of the Euclidean unit ball under $A$…
Tensor methods are among the most prominent tools for the numerical solution of high-dimensional problems where functions of multiple variables have to be approximated. These methods exploit the tensor structure of function spaces and apply…
In this paper we propose a (non-linear) smoothing algorithm for group-affine observation systems, a recently introduced class of estimation problems on Lie groups that bear a particular structure. As most non-linear smoothing methods, the…
Constructing confidence intervals for the value of an (unknown) optimal treatment policy is a fundamental problem in causal inference. Insight into the optimal policy value can guide the development of reward-maximizing, individualized…
In recent years, low-rank based tensor completion, which is a higher-order extension of matrix completion, has received considerable attention. However, the low-rank assumption is not sufficient for the recovery of visual data, such as…
Splines are a popular and attractive way of smoothing noisy data. Computing splines involves minimizing a functional which is a linear combination of a fitting term and a regularization term. The former is classically computed using a…
We consider radial complex scaling/perfectly matched layer methods for scalar resonance problems in homogeneous exterior domains. We introduce a new abstract framework to analyze the convergence of domain truncations and discretizations.…
We study a class of non-convex and non-smooth problems with \textit{rank} regularization to promote sparsity in optimal solution. We propose to apply the proximal gradient descent method to solve the problem and accelerate the process with…
To enable DNNs on edge devices like mobile phones, low-rank approximation has been widely adopted because of its solid theoretical rationale and efficient implementations. Several previous works attempted to directly approximate a…
Structured low-rank approximation is the problem of minimizing a weighted Frobenius distance to a given matrix among all matrices of fixed rank in a linear space of matrices. We study exact solutions to this problem by way of computational…
Preliminary mission design requires an efficient and accurate approximation to the low-thrust rendezvous trajectories, which might be generally three-dimensional and involve multiple revolutions. In this paper, a new shaping method using…