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It is more and more frequently the case in applications that the data we observe come from one or more random variables taking values in an infinite dimensional space, e.g. curves. The need to have tools adapted to the nature of these data…

Statistics Theory · Mathematics 2023-06-01 Angelina Roche

We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods…

Machine Learning · Statistics 2014-03-19 Jason D. Lee , Yuekai Sun , Michael A. Saunders

Weighted least squares polynomial approximation uses random samples to determine projections of functions onto spaces of polynomials. It has been shown that, using an optimal distribution of sample locations, the number of samples required…

Numerical Analysis · Mathematics 2017-10-10 Abdul-Lateef Haji-Ali , Fabio Nobile , Raúl Tempone , Sören Wolfers

This work introduces a method for learning low-dimensional models from data of high-dimensional black-box dynamical systems. The novelty is that the learned models are exactly the reduced models that are traditionally constructed with model…

Numerical Analysis · Mathematics 2019-08-30 Benjamin Peherstorfer

In this paper, we consider multivariate response regression models with high dimensional predictor variables. One way to model the correlation among the response variables is through the low rank decomposition of the coefficient matrix,…

Methodology · Statistics 2015-08-06 Ruiyan Luo , Xin Qi

We investigate the classes of functions whose minimization diagrams can be approximated efficiently in \Re^d. We present a general framework and a data-structure that can be used to approximate the minimization diagram of such functions.…

Computational Geometry · Computer Science 2013-04-03 Sariel Har-Peled , Nirman Kumar

Low-rank approximation is a fundamental technique in modern data analysis, widely utilized across various fields such as signal processing, machine learning, and natural language processing. Despite its ubiquity, the mechanics of low-rank…

Machine Learning · Computer Science 2024-08-13 Jun Lu

We present a dimension-incremental algorithm for the nonlinear approximation of high-dimensional functions in an arbitrary bounded orthonormal product basis. Our goal is to detect a suitable truncation of the basis expansion of the…

Numerical Analysis · Mathematics 2023-04-28 Lutz Kämmerer , Daniel Potts , Fabian Taubert

The joint alignment of multivariate functional data plays an important role in various fields such as signal processing, neuroscience and medicine, including the statistical analysis of data from wearable devices. Traditional methods often…

Signal Processing · Electrical Eng. & Systems 2023-12-18 Vi Thanh Pham , Jonas Bille Nielsen , Klaus Fuglsang Kofoed , Jørgen Tobias Kühl , Andreas Kryger Jensen

In this paper, we present a method for denoising and reconstruction of low-dimensional manifold in high-dimensional space. We suggest a multidimensional extension of the Locally Optimal Projection algorithm which was introduced by Lipman et…

Numerical Analysis · Mathematics 2022-11-17 Shira Faigenbaum-Golovin , David Levin

We consider a generalization of low-rank matrix completion to the case where the data belongs to an algebraic variety, i.e. each data point is a solution to a system of polynomial equations. In this case the original matrix is possibly…

Machine Learning · Statistics 2017-03-29 Greg Ongie , Rebecca Willett , Robert D. Nowak , Laura Balzano

We present a construction of a wavelet-type orthonormal basis for the space of radial $L^2$-functions in $\R^3$ via the concept of a radial multiresolution analysis. The elements of the basis are obtained from a single radial wavelet by…

Functional Analysis · Mathematics 2007-05-23 Holger Rauhut , Margit Rösler

Supervised operator learning centers on the use of training data, in the form of input-output pairs, to estimate maps between infinite-dimensional spaces. It is emerging as a powerful tool to complement traditional scientific computing,…

Machine Learning · Computer Science 2024-08-14 Nicholas H. Nelsen , Andrew M. Stuart

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

Multivariate analysis-of-variance (MANOVA) is a well established tool to examine multivariate endpoints. While classical approaches depend on restrictive assumptions like normality and homogeneity, there is a recent trend to more general…

Statistics Theory · Mathematics 2022-11-29 Marléne Baumeister , Marc Ditzhaus , Markus Pauly

Approximating functions by a linear span of truncated basis sets is a standard procedure for the numerical solution of differential and integral equations. Commonly used concepts of approximation methods are well-posed and convergent, by…

Numerical Analysis · Mathematics 2022-12-14 Yahya Saleh , Armin Iske , Andrey Yachmenev , Jochen Küpper

For functional data lying on an unknown nonlinear low-dimensional space, we study manifold learning and introduce the notions of manifold mean, manifold modes of functional variation and of functional manifold components. These constitute…

Statistics Theory · Mathematics 2012-05-29 Dong Chen , Hans-Georg Müller

One of the central issues of several machine learning applications on real data is the choice of the input features. Ideally, the designer should select only the relevant, non-redundant features to preserve the complete information…

Machine Learning · Computer Science 2023-03-28 Paolo Bonetti , Alberto Maria Metelli , Marcello Restelli

We describe a method for approximating a single-variable function $f$ using persistence diagrams of sublevel sets of $f$ from height functions in different directions. We provide algorithms for the piecewise linear case and for the smooth…

Algebraic Topology · Mathematics 2023-02-10 Aina Ferrà , Carles Casacuberta , Oriol Pujol

In this paper, we propose a domain decomposition dynamical low-rank method to solve high-dimensional radiative transfer problems and similar kinetic equations. The algorithm uses a separate low-rank approximation on each spatial subdomain,…

Numerical Analysis · Mathematics 2026-02-17 Stefan Brunner , Lukas Einkemmer , Terry Haut