Related papers: Lasso hyperinterpolation over general regions

We investigate the uniform approximation provided by least squares polynomials on the unit Euclidean sphere $\mathbb{S}^q$ in $\mathbb{R}^{q+1}$, with $q\ge 2$. Like any other polynomial projection, the study concerns the growth, as the…

We propose and study a general quasi-interpolation framework for stochastic function approximation, which stems and draws motivation from convolution-type solutions for certain practical weighted variational problems. We obtain our…

Fourier series multiscale method, a concise and efficient analytical approach for multiscale computation, will be developed out of this series of papers. In the third paper, the analytical analysis of multiscale phenomena inherent in the…

This paper introduces a new method for semi-supervised learning on high dimensional nonlinear manifolds, which includes a phase of unsupervised basis learning and a phase of supervised function learning. The learned bases provide a set of…

We present a new rational approximation algorithm based on the empirical interpolation method for interpolating a family of parametrized functions to rational polynomials with invariant poles, leading to efficient numerical algorithms for…

Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…

In this paper we consider an orthonormal basis, generated by a tensor product of Fourier basis functions, half period cosine basis functions, and the Chebyshev basis functions. We deal with the approximation problem in high dimensions…

The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently…

In this article we study post-model selection estimators that apply ordinary least squares (OLS) to the model selected by first-step penalized estimators, typically Lasso. It is well known that Lasso can estimate the nonparametric…

It is well-known that polynomial reproduction is not possible when approximating with Gaussian kernels. Quasi-interpolation schemes have been developed which use a finite number of Gaussians at different scales, which then reproduce…

We consider a wide class of semi linear Hamiltonian partial differential equa- tions and their approximation by time splitting methods. We assume that the nonlinearity is polynomial, and that the numerical tra jectory remains at least uni-…

We study numerical integration of functions $f: \mathbb{R}^{s} \to \mathbb{R}$ with respect to a probability measure. By applying the corresponding inverse cumulative distribution function, the problem is transformed into integrating an…

We propose a novel deep-learning framework for super-resolution ultrasound images and videos in terms of spatial resolution and line reconstruction. We up-sample the acquired low-resolution image through a vision-based interpolation method;…

When the design matrix has orthonormal columns, "soft thresholding" the ordinary least squares (OLS) solution produces the Lasso solution [Tibshirani, 1996]. If one uses the Puffer preconditioned Lasso [Jia and Rohe, 2012], then this result…

The Lasso is a popular model selection and estimation procedure for linear models that enjoys nice theoretical properties. In this paper, we study the Lasso estimator for fitting autoregressive time series models. We adopt a double…

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

The generalized Lasso is a remarkably versatile and extensively utilized model across a broad spectrum of domains, including statistics, machine learning, and image science. Among the optimization techniques employed to address the…

There has been much recent work on inference after model selection when the noise level is known, however, $\sigma$ is rarely known in practice and its estimation is difficult in high-dimensional settings. In this work we propose using the…

This paper is on the normal approximation of singular subspaces when the noise matrix has i.i.d. entries. Our contributions are three-fold. First, we derive an explicit representation formula of the empirical spectral projectors. The…

We present a new approach to the numerical upscaling for elliptic problems with rough diffusion coefficient at high contrast. It is based on the localizable orthogonal decomposition of $H^1$ into the image and the kernel of some novel…