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We consider the problem of recovering a distribution function on the real line from observations additively contaminated with errors following the standard Laplace distribution. Assuming that the latent distribution is completely unknown…

Methodology · Statistics 2017-08-21 Catia Scricciolo

We prove an analogue of the classical Bernstein polynomial inequality on a compact subset $E$ of the real line. The Lipschitz continuity of the Green function for the complement of $E$ with respect to the extended complex plane and the…

Complex Variables · Mathematics 2018-12-03 Vladimir Andrievskii

We discuss the notion of optimal polynomial approximants in multivariable reproducing kernel Hilbert spaces. In particular, we analyze difficulties that arise in the multivariable case which are not present in one variable, for example, a…

Complex Variables · Mathematics 2022-05-03 Meredith Sargent , Alan Sola

We consider polynomial approximation over the interval $[-1,1]$ by regularized weighted discrete least squares methods with $\ell_2-$ or $\ell_1-$regularization, respectively. As the set of nodes we use Gauss quadrature points (which are…

Numerical Analysis · Mathematics 2019-08-27 Congpei An , Hao-Ning Wu

Kernel density estimation is a technique for approximating probability distributions. Here, it is applied to the calculation of mutual information on a metric space. This is motivated by the problem in neuroscience of calculating the mutual…

Information Theory · Computer Science 2014-05-20 R. Joshua Tobin , Conor J. Houghton

A fundamental drawback of kernel-based statistical models is their limited scalability to large data sets, which requires resorting to approximations. In this work, we focus on the popular Gaussian kernel and on techniques to linearize…

Machine Learning · Statistics 2022-04-13 Jonas Wacker , Maurizio Filippone

We give a deterministic method of quasi-polynomial complexity to approximate the volume of the intersection of the unit hypercube with two specific sets. The method can actually be applied (without losing the quasi-polynomial complexity) to…

Optimization and Control · Mathematics 2024-08-30 Marius Costandin

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised…

Machine Learning · Computer Science 2016-07-15 Ferenc Huszar , David Duvenaud

Herding and kernel herding are deterministic methods of choosing samples which summarise a probability distribution. A related task is choosing samples for estimating integrals using Bayesian quadrature. We show that the criterion minimised…

Machine Learning · Statistics 2016-07-18 Ferenc Huszár , David Duvenaud

Kernel methods are fundamental in machine learning, and faster algorithms for kernel approximation provide direct speedups for many core tasks in machine learning. The polynomial kernel is especially important as other kernels can often be…

Data Structures and Algorithms · Computer Science 2021-08-24 Zhao Song , David P. Woodruff , Zheng Yu , Lichen Zhang

The paper continues the author's research in the problem of quantitative investigation of basic curvelinear quasiinvariants of quasiconformal curves. It concerns polygons with infinite number of vertices and provides various distortion…

Complex Variables · Mathematics 2024-02-20 Samuel L. Krushkal

We give an $\alpha(1+\epsilon)$-approximation algorithm for solving covering LPs, assuming the presence of a $(1/\alpha)$-approximation algorithm for a certain optimization problem. Our algorithm is based on a simple modification of the…

Data Structures and Algorithms · Computer Science 2020-12-18 Eklavya Sharma

This paper deals with Poisson approximation to weighted sums of locally dependent random variables using Stein's method. The derived result represents a significant improvement of existing results. To illustrate the effectiveness of our…

Probability · Mathematics 2023-12-08 Pratima Eknath Kadu

Bernstein polynomials provide a constructive proof for the Weierstrass approximation theorem, which states that every continuous function on a closed bounded interval can be uniformly approximated by polynomials with arbitrary accuracy.…

Numerical Analysis · Mathematics 2023-07-24 Tiangang Cui , Friedrich Pillichshammer

In this paper we study convergence results and rate of approximation for a family of linear integral operators of Mellin type in the frame of $BV^{\varphi}(\mathbb{R}^N_+)$. Here $BV^{\varphi}(\mathbb{R}^N_+)$ denotes the space of functions…

Functional Analysis · Mathematics 2014-08-27 Laura Angeloni , Gianluca Vinti

We provide a framework for the sparse approximation of multilinear problems and show that several problems in uncertainty quantification fit within this framework. In these problems, the value of a multilinear map has to be approximated…

Numerical Analysis · Mathematics 2018-07-17 Fabio Nobile , Raul Tempone , Soeren Wolfers

Kernel means are frequently used to represent probability distributions in machine learning problems. In particular, the well known kernel density estimator and the kernel mean embedding both have the form of a kernel mean. Unfortunately,…

Machine Learning · Statistics 2015-03-03 E. Cruz Cortés , C. Scott

Polynomial approximations to boolean functions have led to many positive results in computer science. In particular, polynomial approximations to the sign function underly algorithms for agnostically learning halfspaces, as well as…

Computational Complexity · Computer Science 2014-12-09 Mark Bun , Thomas Steinke

Given a univariate polynomial, its abscissa is the maximum real part of its roots. The abscissa arises naturally when controlling linear differential equations. As a function of the polynomial coefficients, the abscissa is H{\"o}lder…

Optimization and Control · Mathematics 2015-07-31 Roxana Heß , Didier Henrion , Jean-Bernard Lasserre , Tien Son Pham

We consider the problem of estimating the density of observations taking values in classical or nonclassical spaces such as manifolds and more general metric spaces. Our setting is quite general but also sufficiently rich in allowing the…

Probability · Mathematics 2019-02-12 G. Cleanthous , A. Georgiadis , G. Kerkyacharian , P. Petrushev , D. Picard