Related papers: An optimal linear filter for estimation of random …

For any nonempty set $U\subset\R^+$, we consider the maximal operator $\h^U$ defined as $\h^Uf=\sup_{u\in U}|H^{(u)} f|$, where $H^{(u)}$ represents the Hilbert transform along the monomial curve $u\gamma(s)$. We focus on the…

Linear fixed point equations in Hilbert spaces arise in a variety of settings, including reinforcement learning, and computational methods for solving differential and integral equations. We study methods that use a collection of random…

We provide a new estimator of integral operators with smooth kernels, obtained from a set of scattered and noisy impulse responses. The proposed approach relies on the formalism of smoothing in reproducing kernel Hilbert spaces and on the…

In this paper, we study robust covariance estimation under the approximate factor model with observed factors. We propose a novel framework to first estimate the initial joint covariance matrix of the observed data and the factors, and then…

We propose a new estimator based on a linear programming method for smooth frontiers of sample points. The derivative of the frontier function is supposed to be Holder continuous.The estimator is defined as a linear combination of kernel…

The functional linear model extends the notion of linear regression to the case where the response and covariates are iid elements of an infinite dimensional Hilbert space. The unknown to be estimated is a Hilbert-Schmidt operator, whose…

We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…

We study the proximity operator of the nonconvex, scale-invariant ratio $h(\vx)=\|\vx\|_{1}/\|\vx\|_{2}$ and show it can be computed exactly in any dimension. By expressing $\vx=r\vu$ and exploiting sign and permutation invariance, we…

Let $H$ be an infinite dimensional separable Hilbert space, $B(H)$ the $C^*$-algebra of all bounded linear operators on $H,$ $U(B(H))$ the unitary group of $B(H)$ and ${\cal K}\subset B(H)$ the ideal of compact operators. Let $G$ be a…

In this paper we analyze a greedy procedure to approximate a linear functional defined in a Reproducing Kernel Hilbert Space by nodal values. This procedure computes a quadrature rule which can be applied to general functionals, including…

We study multivariate integration and approximation for functions belonging to a weighted reproducing kernel Hilbert space based on half-period cosine functions in the worst-case setting. The weights in the norm of the function space depend…

We consider filtered subspace iteration for approximating a cluster of eigenvalues (and its associated eigenspace) of a (possibly unbounded) selfadjoint operator in a Hilbert space. The algorithm is motivated by a quadrature approximation…

We present and study a novel numerical algorithm to approximate the action of $T^\beta:=L^{-\beta}$ where $L$ is a symmetric and positive definite unbounded operator on a Hilbert space $H_0$. The numerical method is based on a…

In this paper, we consider a functional linear regression model, where both the covariate and the response variable are functional random variables. We address the problem of optimal nonparametric estimation of the conditional expectation…

This paper proposes a two-point inertial proximal point algorithm to find zero of maximal monotone operators in Hilbert spaces. We obtain weak convergence results and non-asymptotic $O(1/n)$ convergence rate of our proposed algorithm in…

We establish a spectral duality for certain unbounded operators in Hilbert space. The class of operators includes discrete graph Laplacians arising from infinite weighted graphs. The problem in this context is to establish a practical…

Let $G$ be a locally compact abelian group with a Haar measure, and $Y$ be a measure space. Suppose that $H$ is a reproducing kernel Hilbert space of functions on $G\times Y$, such that $H$ is naturally embedded into $L^2(G\times Y)$ and is…

Based on the success of a well-known method for solving higher order linear differential equations, a study of two of the most important mathematical features of that method, viz. the null spaces and commutativity of the product of…

In this work, we develop a unified framework for quasidiagonal and F\o lner-type approximations of linear operators on Hilbert spaces. These approximations (originally formulated for bounded operators and operator algebras) involve…

We consider existence and uniqueness of symmetric approximation of frames by normalized tight frames and of symmetric orthogonalization of bases by orthonormal bases in Hilbert spaces H . More precisely, we determine whether a given frame…