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We investigate smooth approximations of functions, with prescribed gradient behavior on a distinguished stratified subset of the domain. As an application, we outline how our results yield important consequences for a recently introduced…

Classical Analysis and ODEs · Mathematics 2015-07-21 D. Drusvyatskiy , M. Larsson

We consider least squares approximation of a function of one variable by a continuous, piecewise-linear approximand that has a small number of breakpoints. This problem was notably considered by Bellman who proposed an approximate algorithm…

Optimization and Control · Mathematics 2018-06-29 Olof Troeng , Mattias Fält

In this paper, we address the problem of approximating a multivariate function defined on a general domain in $d$ dimensions from sample points. We consider weighted least-squares approximation in an arbitrary finite-dimensional space $P$…

Numerical Analysis · Mathematics 2019-12-17 Ben Adcock , Juan M. Cardenas

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

Suppose that $\ff \in \reals^{n}$ is a vector of $n$ error-contaminated measurements of $n$ smooth values measured at distinct and strictly ascending abscissae. The following projective technique is proposed for obtaining a vector of smooth…

Numerical Analysis · Computer Science 2010-07-27 M. P. Cullinan

Modern multiscale type segmentation methods are known to detect multiple change-points with high statistical accuracy, while allowing for fast computation. Underpinning theory has been developed mainly for models that assume the signal as a…

Statistics Theory · Mathematics 2019-09-26 Housen Li , Qinghai Guo , Axel Munk

In the paper the optimal image segmentation by means of piecewise constant approximations is considered. The optimality is defined by a minimum value of the total squared error or by equivalent value of standard deviation of the…

Computer Vision and Pattern Recognition · Computer Science 2012-10-09 M. Kharinov

Stochastic approximation techniques have been used in various contexts in data science. We propose a stochastic version of the forward-backward algorithm for minimizing the sum of two convex functions, one of which is not necessarily…

Optimization and Control · Mathematics 2016-02-26 Patrick L. Combettes , Jean-Christophe Pesquet

We introduce Integral Curve Coordinates, which identify each point in a bounded domain with a parameter along an integral curve of the gradient of a function $f$ on that domain; suitable functions have exactly one critical point, a maximum,…

Graphics · Computer Science 2015-05-04 Lisa Huynh , Yotam Gingold

We consider the problem of minimizing the sum of two convex functions: one is the average of a large number of smooth component functions, and the other is a general convex function that admits a simple proximal mapping. We assume the whole…

Optimization and Control · Mathematics 2014-03-20 Lin Xiao , Tong Zhang

This article addresses structure-preserving smooth approximation of semiconcave functions. semiconcave functions are of particular interest because they naturally arise in a variety of variational problems, including {optimal feedback…

Optimization and Control · Mathematics 2026-02-10 Karl Kunisch , Donato Vásquez-Varas

Sleeve functions are generalizations of the well-established ridge functions that play a major role in the theory of partial differential equation, medical imaging, statistics, and neural networks. Where ridge functions are non-linear,…

Numerical Analysis · Mathematics 2021-09-15 Robert Beinert

The computation of global radial basis function (RBF) approximations requires the solution of a linear system which, depending on the choice of RBF parameters, may be ill-conditioned. We study the stability and accuracy of approximation…

Numerical Analysis · Mathematics 2022-11-24 Ben Adcock , Daan Huybrechs , Cécile Piret

It is natural to expect the following loosely stated approximation principle to hold: a numerical approximation solution should be in some sense as smooth as its target exact solution in order to have optimal convergence. For piecewise…

Numerical Analysis · Mathematics 2013-12-25 So-Hsiang Chou

Many computer vision and human-computer interaction applications developed in recent years need evaluating complex and continuous mathematical functions as an essential step toward proper operation. However, rigorous evaluation of this kind…

Optimization and Control · Mathematics 2017-11-10 Daniel Berjón , Guillermo Gallego , Carlos Cuevas , Francisco Morán , Narciso García

Results on two different settings of asymptotic behavior of approximation characteristics of individual functions are presented. First, we discuss the following classical question for sparse approximation. Is it true that for any individual…

Numerical Analysis · Mathematics 2019-11-11 L. Burusheva , V. Temlyakov

We consider the problem of minimizing the sum of three convex functions: i) a smooth function $f$ in the form of an expectation or a finite average, ii) a non-smooth function $g$ in the form of a finite average of proximable functions…

Optimization and Control · Mathematics 2022-03-25 Konstantin Mishchenko , Peter Richtárik

We study the minimization of a convex function $f(X)$ over the set of $n\times n$ positive semi-definite matrices, but when the problem is recast as $\min_U g(U) := f(UU^\top)$, with $U \in \mathbb{R}^{n \times r}$ and $r \leq n$. We study…

Machine Learning · Statistics 2016-04-19 Srinadh Bhojanapalli , Anastasios Kyrillidis , Sujay Sanghavi

In this paper a spline based integral approximation is utilized to propose a sequence of approximations to the error function that converge at a significantly faster manner than the default Taylor series. The approximations can be improved…

General Mathematics · Mathematics 2022-07-27 Roy M. Howard

In this paper, we analyze several methods for approximating gradients of noisy functions using only function values. These methods include finite differences, linear interpolation, Gaussian smoothing and smoothing on a sphere. The methods…

Optimization and Control · Mathematics 2021-03-29 Albert S. Berahas , Liyuan Cao , Krzysztof Choromanski , Katya Scheinberg